| Title |
Ribinės teoremos tiesiniams atsitiktiniams laukams naudojant Beveridge-Nelson dekompoziciją / |
| Translation of Title |
Limit theorems for random linear fields via Beveridge–Nelson Decomposiotion. |
| Authors |
Banys, Povilas |
| Full Text |
|
| Pages |
22 |
| Keywords [eng] |
Random linear fields ; Beveridge-Nelson decomposion ; martingale-differences ; Central limit theorem ; Strong law of large numbers |
| Abstract [eng] |
The main objective of this thesis is the extension of limit result for sums of random linear field by using Beveridge–Nelson decomposition. To achieve this goal, we use Beveridge–Nelson decomposition generalization by V. Paulauskas presented in 2010 and D. Marinucci and S. Poghosyan presented in 2001. These works extend results of P.C.B. Phillips and V. Solo for random linear fields, which were formulated for linear processes. The method enables results proved for random fields of innovations apply to random linear fields, generated by these innovations, under some additional assumption on linear filter. After the investigation of Beveridge–Nelson decomposition we came to the conclusion that the best application of the method is for the proof of Central limit theorem. We consider random linear fields generated by different type of innovation. |
| Type |
Summaries of doctoral thesis |
| Language |
Lithuanian |
| Publication date |
2011 |
