Standard

A simple approach in limit theorems for linear random processes and fields with continuous time. / Davydov, Yu; Paulauskas, V.

In: Theory of Probability and its Applications, Vol. 57, No. 4, 2013, p. 589-606.

Research output: Contribution to journal › Article › peer-review

Harvard

Davydov, Y & Paulauskas, V 2013, 'A simple approach in limit theorems for linear random processes and fields with continuous time', Theory of Probability and its Applications, vol. 57, no. 4, pp. 589-606. https://doi.org/10.1137/S0040585X97986229

APA

Davydov, Y., & Paulauskas, V. (2013). A simple approach in limit theorems for linear random processes and fields with continuous time. Theory of Probability and its Applications, 57(4), 589-606. https://doi.org/10.1137/S0040585X97986229

Vancouver

Davydov Y, Paulauskas V. A simple approach in limit theorems for linear random processes and fields with continuous time. Theory of Probability and its Applications. 2013;57(4):589-606. https://doi.org/10.1137/S0040585X97986229

Author

Davydov, Yu ; Paulauskas, V. / A simple approach in limit theorems for linear random processes and fields with continuous time. In: Theory of Probability and its Applications. 2013 ; Vol. 57, No. 4. pp. 589-606.

BibTeX

@article{0f23f973bc7441719bf42ddfcb0696e5,
title = "A simple approach in limit theorems for linear random processes and fields with continuous time",
abstract = "We consider random linear processes and fields with continuous time or space argument and demonstrate how the analogue of Beveridge-Nelson decomposition can be applied to prove limit theorems for integrals of such processes and fields.",
keywords = "Beveridge-nelson decomposition, Limit theorems, Linear random processes and fields",
author = "Yu Davydov and V. Paulauskas",
note = "Copyright: Copyright 2013 Elsevier B.V., All rights reserved.",
year = "2013",
doi = "10.1137/S0040585X97986229",
language = "English",
volume = "57",
pages = "589--606",
journal = "Theory of Probability and its Applications",
issn = "0040-585X",
publisher = "Society for Industrial and Applied Mathematics",
number = "4",

}

RIS

TY - JOUR

T1 - A simple approach in limit theorems for linear random processes and fields with continuous time

AU - Davydov, Yu

AU - Paulauskas, V.

N1 - Copyright: Copyright 2013 Elsevier B.V., All rights reserved.

PY - 2013

Y1 - 2013

N2 - We consider random linear processes and fields with continuous time or space argument and demonstrate how the analogue of Beveridge-Nelson decomposition can be applied to prove limit theorems for integrals of such processes and fields.

AB - We consider random linear processes and fields with continuous time or space argument and demonstrate how the analogue of Beveridge-Nelson decomposition can be applied to prove limit theorems for integrals of such processes and fields.

KW - Beveridge-nelson decomposition

KW - Limit theorems

KW - Linear random processes and fields

UR - http://www.scopus.com/inward/record.url?scp=84887199763&partnerID=8YFLogxK

U2 - 10.1137/S0040585X97986229

DO - 10.1137/S0040585X97986229

M3 - Article

AN - SCOPUS:84887199763

VL - 57

SP - 589

EP - 606

JO - Theory of Probability and its Applications

JF - Theory of Probability and its Applications

SN - 0040-585X

IS - 4

ER -

ID: 73459971