A Spatial Invariance Principle for Non-stationary Random Fields

24 Pages Posted: 18 Jun 2023

See all articles by Michael Tseng

Michael Tseng

University of Central Florida

Date Written: June 16, 2023

Abstract

We obtain an invariance principle for the two-dimensional Brownian sheet where the underlying random field need not be independent or stationary. We also provide a basic demonstration of its application towards spatial unit root testing.

Keywords: Brownian sheet; m-dependent fields; Spatial unit root.

JEL Classification: C10

Suggested Citation

Tseng, Michael, A Spatial Invariance Principle for Non-stationary Random Fields (June 16, 2023). Available at SSRN: https://ssrn.com/abstract=4480712 or http://dx.doi.org/10.2139/ssrn.4480712

Michael Tseng (Contact Author)

University of Central Florida ( email )

4000 Central Florida Blvd
Orlando, FL 32816-1400
United States

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