Invariance principle for martingales on the plane
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Central limit theorems and invariance principles for two-parameter strong martingale and near-martingale difference arrays are proved and the results of \textit{D. L. McLeish}, Ann. Probab. 2, 620-628 (1974; Zbl 0287.60025) generalized.
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Cites work
- Convergence and regularity of multiparameter strong martingales
- Convergence Criteria for Multiparameter Stochastic Processes and Some Applications
- Dependent central limit theorems and invariance principles
- scientific article; zbMATH DE number 3647888 (Why is no real title available?)
- Martingale Central Limit Theorems
- Stochastic integrals in the plane
Cited in
(11)- Invariance principle for martingale-difference random fields
- An approximation to the subfractional Brownian sheet using martingale differences
- Weak convergence to the fractional Brownian sheet using martingale differences
- Limit theorems for weighted Bernoulli random fields under Hannan's condition
- Invariance principles with logarithmic averaging for martingales
- Approximation of the Rosenblatt sheet
- CLT for linear random fields with martingale increments
- Strong approximations for multiparameter martingales
- Intensity-based inference for planar point processes
- A central limit theorem for fields of martingale differences
- An invariance principle for stationary random fields under Hannan's condition
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