CLT FOR LINEAR RANDOM FIELDS WITH STATIONARY MARTINGALE-DIFFERENCE INNOVATION

被引：1

作者：

Banys, Povilas ^{[1
]}

机构：

[1] Vilnius State Univ, Fac Math & Informat, LT-03225 Vilnius, Lithuania

来源：

LITHUANIAN MATHEMATICAL JOURNAL | 2011年 / 51卷 / 03期

关键词：

central limit theorem; martingale differences; random linear fields; Beveridge-Nelson decomposition; lexicographical order; ASYMPTOTIC NORMALITY; DECOMPOSITION; THEOREM; SERIES;

D O I：

10.1007/s10986-011-9127-3

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In [V. Paulauskas, On Beveridge-Nelson decomposition and limit theorems for linear random fields, J. Multivariate Anal., 101: 621-639, 2010], limit theorems for linear random fields generated by independent identically distributed innovations were proved. In this paper, we present the central limit theorem for linear random fields with martingale-differences innovations satisfying the central limit theorem from [J. Dedecker, A central limit theorem for stationary random fields, Probab. Theory Relat. Fields, 110(3): 397-426, 1998] and arranged in lexicographical order.

引用

页码：303 / 309

页数：7

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