IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v38y1998i3p235-245.html
   My bibliography  Save this article

Invariance principle for martingale-difference random fields

Author

Listed:
  • Poghosyan, S.
  • Roelly, S.

Abstract

A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingale-difference random field on the lattice satisfies an invariance principle.

Suggested Citation

  • Poghosyan, S. & Roelly, S., 1998. "Invariance principle for martingale-difference random fields," Statistics & Probability Letters, Elsevier, vol. 38(3), pages 235-245, June.
    • Handle: RePEc:eee:stapro:v:38:y:1998:i:3:p:235-245
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(98)00020-0
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Baldi, Paolo & Kerkyacharian, Gérard & Marinucci, Domenico & Picard, Dominique, 2008. "High frequency asymptotics for wavelet-based tests for Gaussianity and isotropy on the torus," Journal of Multivariate Analysis, Elsevier, vol. 99(4), pages 606-636, April.
    2. Oka, Tatsushi & Qu, Zhongjun, 2011. "Estimating structural changes in regression quantiles," Journal of Econometrics, Elsevier, vol. 162(2), pages 248-267, June.
    3. Marinucci, D. & Poghosyan, S., 2001. "Asymptotics for linear random fields," Statistics & Probability Letters, Elsevier, vol. 51(2), pages 131-141, January.
    4. Nowak, Emmanuel & Thilly, Emmanuel, 2006. "A local invariance principle for Gibbsian fields," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 1975-1982, December.
    5. Klicnarová, Jana & Volný, Dalibor & Wang, Yizao, 2016. "Limit theorems for weighted Bernoulli random fields under Hannan’s condition," Stochastic Processes and their Applications, Elsevier, vol. 126(6), pages 1819-1838.
    6. Kim, Tae-Sung & Ko, Mi-Hwa & Choi, Yong-Kab, 2008. "The invariance principle for linear multi-parameter stochastic processes generated by associated fields," Statistics & Probability Letters, Elsevier, vol. 78(18), pages 3298-3303, December.
    7. Zhou, Xing-cai & Lin, Jin-guan, 2012. "A wavelet estimator in a nonparametric regression model with repeated measurements under martingale difference error’s structure," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1914-1922.
    8. Volný, Dalibor & Wang, Yizao, 2014. "An invariance principle for stationary random fields under Hannan’s condition," Stochastic Processes and their Applications, Elsevier, vol. 124(12), pages 4012-4029.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:38:y:1998:i:3:p:235-245. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.