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.

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