35 citations · 161 across the 45 of their papers we have counts for
5 papers · 1 filter
On the asymptotic normality of kernel density estimators for linear random fields
Yizao Wang, Michael Woodroofe
We establish sufficient conditions for the asymptotic normality of kernel density estimators, applied to causal linear random fields. Our conditions on the coefficients of linear r…
An invariance principle for fractional Brownian sheets
Yizao Wang
We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian…
Decomposability for stable processes
Yizao Wang, Stilian A. Stoev, Parthanil Roy
We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their indepen…
On the Regular Variation of Ratios of Jointly Frechet Random Variables
Yizao Wang
We provide a necessary and sufficient condition for the ratio of two jointly alpha-Frechet random variables to be regularly varying. This condition is based on the spectral represe…
A New Condition for the Invariance Principle for Stationary Random Fields
Yizao Wang, Michael Woodroofe
We establish a central limit theorem and an invariance principle for stationary random fields, with projective-type conditions. Our result is obtained via an m-dependent approximat…