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arxiv: 1007.1490 · v2 · submitted 2010-07-09 · 🧮 math.PR · math.ST· stat.TH

A Central Limit Theorem For Linear Random Fields

classification 🧮 math.PR math.STstat.TH
keywords linearwhencentralfieldsibragimovlimitrandomrectangles
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A Central Limit Theorem is proved for linear random fields when sums are taken over finite disjoint union of rectangles. The approach does not rely upon the use of Beveridge Nelson decomposition and the conditions needed are similar to those given by Ibragimov for linear processes. When specializing this result to the case when sums are being taken over rectangles, a complete analogue of Ibragimov result is obtained with a lot of uniformity.

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