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题名: Central Limit Theorems for Instantaneous Filters of Linear Random Fields on Z^2
作者: Cheng, Tsung-Lin;Ho, Hwai-Chung
贡献者: 數學系
关键词: Linear random fields;Central limit theorem;Martingale decomposition;ℓ-approximation
日期: 2008-01
上传时间: 2012-09-10T06:03:06Z
出版者: World Scientific Publisher
摘要: This note considers the stationary sequence generated by applying an instantaneous filter to a linear random field in Z2. The class of filters under consideration includes polynomials and indicator functions. Instead of imposing certain mixing conditions on the random fields, it is assumed that the weights of the innovations satisfy a summability property. By building a martingale decomposition based on a suitable filtration, asymptotic normality is proved for the partial sums of the stationary sequence.
關聯: A. C. Hsiung, Z. Ying and C. H. Zhang Editors, Random Walk, Sequential Analysis and Related Topics _a Festschrift in Honor of Yuan-Shih Chow, : 71-84
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