加载中…
We establish an invariance principle for a general class of stationary random fields indexed by , under Hannan’s condition generalized to . To do so we first establish a uniform integrability result for stationary orthomartingales, and second we establish a coboundary decomposition for certain stationary random fields. At last, we obtain an invariance principle by developing an orthomartingale approximation. Our invariance principle improves known results in the literature, and particularly we require only finite second moment.

生成讲解博客的中文版本

生成AI智能校验的中文版本