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arXiv · 1910.02577

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

Michael C. Tseng
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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.

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Michael C. Tseng. 2019-10-07. A 2-Dimensional Functional Central Limit Theorem for Non-stationary Dependent Random Fields. https://arxiv.org/abs/1910.02577

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