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

Published 7 Oct 2019 in math.PR and econ.EM | (1910.02577v1)

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.

Abstract PDF Upgrade to Chat

Summary

No one has generated a summary of this paper yet.

Sign Up to Summarize

Paper to Video (Beta)

No one has generated a video about this paper yet.

Sign Up to Generate All Videos Create Your Own

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (1)

Michael C. Tseng

Collections

Sign up for free to add this paper to one or more collections.