Journal of the Korean Statistical Society
- Volume 23 Issue 2
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- Pages.504-512
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- 1994
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
Random Central Limit Theorem of a Stationary Linear Lattice Process
- Lee, Sang-Yeol (Department of Statistics, Sookmyung Women's University, Yonsank-ku, Seoul 140-742)
- Published : 1994.12.01
Abstract
A simple proof for the random central limit theorem is given for a family of stationary linear lattice processes, which belogn to a class of 2 dimensional random fields, applying the Beveridge and Nelson decomposition in time series context. The result is an extension of Fakhre-Zakeri and Fershidi (1993) dealing with the linear process in time series to the case of the linear lattice process with 2 dimensional indices.
Keywords
- Random central limit theorem;
- Stationary linear lattice processes;
- Random fields;
- The Beveridge and Nelson decomposition;
- Time series