Invariance principles for non-isotropic long memory random fields
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DOI: 10.1007/s11203-006-9001-9
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Cited by:
- Surgailis, Donatas, 2020. "Scaling transition and edge effects for negatively dependent linear random fields on Z2," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7518-7546.
- Puplinskaitė, Donata & Surgailis, Donatas, 2015. "Scaling transition for long-range dependent Gaussian random fields," Stochastic Processes and their Applications, Elsevier, vol. 125(6), pages 2256-2271.
- Pilipauskaitė, Vytautė & Surgailis, Donatas, 2017. "Scaling transition for nonlinear random fields with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2751-2779.
- Didier, Gustavo & Meerschaert, Mark M. & Pipiras, Vladas, 2018. "Domain and range symmetries of operator fractional Brownian fields," Stochastic Processes and their Applications, Elsevier, vol. 128(1), pages 39-78.
- Robinson, Peter, 2019. "Spatial long memory," LSE Research Online Documents on Economics 102182, London School of Economics and Political Science, LSE Library.
- Lahiri, S.N. & Robinson, Peter M., 2016. "Central limit theorems for long range dependent spatial linear processes," LSE Research Online Documents on Economics 65331, London School of Economics and Political Science, LSE Library.
- Yuqiang Li & Yimin Xiao, 2012. "Occupation Time Fluctuations of Weakly Degenerate Branching Systems," Journal of Theoretical Probability, Springer, vol. 25(4), pages 1119-1152, December.
- Zuopeng Fu & Yizao Wang, 2020. "Stable Processes with Stationary Increments Parameterized by Metric Spaces," Journal of Theoretical Probability, Springer, vol. 33(3), pages 1737-1754, September.
- Nikolai Leonenko & Andriy Olenko, 2013. "Tauberian and Abelian Theorems for Long-range Dependent Random Fields," Methodology and Computing in Applied Probability, Springer, vol. 15(4), pages 715-742, December.
- Yizao Wang, 2014. "An Invariance Principle for Fractional Brownian Sheets," Journal of Theoretical Probability, Springer, vol. 27(4), pages 1124-1139, December.
- Beran, Jan & Ghosh, Sucharita & Schell, Dieter, 2009. "On least squares estimation for long-memory lattice processes," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2178-2194, November.
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Keywords
Linear filtering; Non-Gaussian limit; Partial sums; Donsker theorem;All these keywords.
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