Strong law of large numbers for functionals of random fields with unboundedly increasing covariances

Olenko, Andriy

doi:10.26181/6023497a8ecbe

SLLN_28_11_2020.pdf (540.79 kB)

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Strong law of large numbers for functionals of random fields with unboundedly increasing covariances

journal contribution

posted on 2021-02-10, 02:41 authored by Andriy OlenkoAndriy Olenko

© 2021 Taylor & Francis Group, LLC. The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domain asymptotics is studied. Conditions to guarantee that the Strong Law of Large Numbers holds true are provided. The considered scenarios include wide classes of non stationary random fields. The discussion about application to weak and long-range dependent random fields and numerical examples are given.

Funding

This research was supported under La Trobe University SEMS CaRE Grant"Asymptotic analysis for point and interval estimation in some statistical models". The research of the last listed author was partially funded by the subsidy allocated to Kazan Federal University for the state assignment in the sphere of scientific activities, project 1.13556.2019/13.1.

History

Publication Date

2021-01-12

Journal

Communications in Statistics: Theory and Methods

Pagination

16p.

Publisher

Taylor & Francis

ISSN

0361-0926

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