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A 2-Dimensional Functional Central Limit Theorem for Non-stationary Dependent Random Fields

Michael C. Tseng

arXiv 7 Oct 2019 · Mathematics — Probability

arXiv:1910.02577 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We obtain an elementary invariance principle for multi-dimensional Brownian sheet where the underlying random fields are not necessarily independent or stationary. Possible applications include unit-root tests for spatial as well as panel data models.

Citation extraction

6
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15
in-text mentions
6
distinct cited
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self-citations
4,838
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Billingsley, P (1968) Convergence of Probability Measures0.87492100%
2Walsh, J. B (1986) Martingales with a multidimensional parameter and stochastic integrals in the plane0.51121100%
3Berkes, I. and G. J. Morrow (1981) Strong invariance principles for mixing random fields0.40511100%
4Bickel, P. J. and M. J. Wichura (1971) Convergence criteria for multiparameter stochastic processes and some applications0.40511100%
5Volnỳ, D. and Y. Wang (2014) An invariance principle for stationary random fields under Hannan’s condition0.40511100%
6Wang, Y. and M. Woodroofe (2013) A new condition for the invariance principle for stationary random fields0.40511100%

Showing the top 6 of 6 scored citations.