A CLT for multi-dimensional martingale differences in a lexicographic order

DOI10.1016/j.spa.2015.11.011zbMath1335.60019OpenAlexW2196399171MaRDI QIDQ265652

Guy Cohen

Publication date: 4 April 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2015.11.011

zbMATH Keywords

lexicographic ordercentral limit theoremmartingale differencesrandom fields

Mathematics Subject Classification ID

Random fields (60G60) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05)

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Cites Work

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