Asymptotic results for spatial causal ARMA models
نویسندگان
چکیده
منابع مشابه
Asymptotic results for spatial causal ARMA models
The paper establishes a functional central limit theorem for the empirical distribution function of a stationary, causal, ARMA process given by Xs,t = i≥0 j≥0 a i,j ξ s−i,t−j , (s, t) ∈ Z 2 , where the ξ i,j are independent and identically distributed, zero mean innovations. By judicious choice of σ−fields and element enumeration, one dimensional martingale arguments are employed to establish t...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2010
ISSN: 1935-7524
DOI: 10.1214/09-ejs533