CLT for linear random fields with stationary martingale-difference innovation

被引：0
作者：
Povilas Banys
机构：
[1] Vilnius University,Faculty of Mathematics and Informatics
来源：
Lithuanian Mathematical Journal | 2011年 / 51卷
关键词：
central limit theorem; martingale differences; random linear fields; Beveridge–Nelson decomposition; lexicographical order; 60F05; 60G60; 60G42; 60G48;
D O I：
暂无
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学科分类号：
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.
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页码：303 / 309
页数：6
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