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ON FUNCTIONAL CENTRAL LIMIT THEOREMS FOR LINEAR RANDOM FIELDS WITH DEPENDENT INNOVATIONS
Published online by Cambridge University Press: 01 April 2008
Abstract
For a linear random field (linear p-parameter stochastic process) generated by a dependent random field with zero mean and finite qth moments (q>2p), we give sufficient conditions that the linear random field converges weakly to a multiparameter standard Brownian motion if the corresponding dependent random field does so.
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- Copyright © Australian Mathematical Society 2008
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