CLT for linear random fields with martingale increments

DOI10.1007/S10986-012-9152-XMaRDI QIDQ392989zbMATH OpenOpenAlexFDO

Authors Povilas Banys, V. Paulauskas

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/s10986-012-9152-x

zbMATH Keywords

central limit theoremmartingale differencesBeveridge-Nelson decompositionlattice martingalesrandom linear fields

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 837090 (Why is no real title available?)
• scientific article; zbMATH DE number 3405266 (Why is no real title available?)
• An estimate of the convergence rate in the central limit theorem for two-parameter martingale differences
• Asymptotics for linear processes
• Asymptotics for linear random fields
• Dependent central limit theorems and invariance principles
• Invariance principle for martingales on the plane
• Martingale-coboundary representation for a class of random fields
• Martingale-difference Gibbs random fields and central limit theorem
• Normal approximation for linear stochastic processes and random fields in Hilbert space
• On Beveridge-Nelson decomposition and limit theorems for linear random fields
• On limit theorems for Banach-space-valued linear processes
• Rates of convergence in the CLT for linear random fields
• Remarks on the SLLN for linear random fields
• Statistical spatial series modelling II: Some further results on unilateral lattice processes

Cited in

(3)

• A central limit theorem for linear random fields
• CLT for linear random fields with stationary martingale-difference innovation
• A simple approach in limit theorems for linear random processes and fields with continuous time

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