CLT for linear random fields with stationary martingale-difference innovation

DOI10.1007/s10986-011-9127-3zbMath1283.60032OpenAlexW1963819285MaRDI QIDQ392764

Povilas Banys

Publication date: 15 January 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-011-9127-3

zbMATH Keywords

central limit theoremmartingale differencesBeveridge-Nelson decompositionlexicographical orderrandom linear fields

Mathematics Subject Classification ID

Random fields (60G60) Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Generalizations of martingales (60G48)

Related Items (1)

Randomization in the construction of multidimensional martingales

Cites Work

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