Central limit theorems and uniform laws of large numbers for arrays of random fields
AbstractOver the last decades, spatial-interaction models have been increasingly used in economics. However, the development of a sufficiently general asymptotic theory for nonlinear spatial models has been hampered by a lack of relevant central limit theorems (CLTs), uniform laws of large numbers (ULLNs) and pointwise laws of large numbers (LLNs). These limit theorems form the essential building blocks towards developing the asymptotic theory of M-estimators, including maximum likelihood and generalized method of moments estimators. The paper establishes a CLT, ULLN, and LLN for spatial processes or random fields that should be applicable to a broad range of data processes.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 150 (2009)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/jeconom
Random field Spatial process Central limit theorem Uniform law of large numbers Law of large numbers;
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