1. P. Banys, Yu. Davydov, and V. Paulauskas, Remarks on the SLLN for linear random fields, Stat. Probab. Lett., 80:489–496, 2010.
2. S. Beveridge and C.R. Nelson, A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the “business cycle”, J. Monetary Econ., 7:151–174, 1981.
3. A. Dvoretzky, Asymptotic normality for sums of dependent random variables, in Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Vol. 2, University of California Press, Berkeley, CA, 1972, pp. 513–535.
4. M.I. Gordin, Martingale-coboundary representation for a class of stationary random fields, Zap. Nauchn. Semin. POMI, 364:88–108, 2009 (in Russian).
5. P. Hall and C.C. Heyde, Martingale Limit Theory and Its Applications, Academic Press, New York, London, 1980.