CLT for linear random fields with martingale increments

DOI10.1007/S10986-012-9152-XzbMATH Open1283.60033OpenAlexW2076862944MaRDI QIDQ392989FDOQ392989

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

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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)

Cites Work

• Asymptotics for linear processes
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• Statistical spatial series modelling II: Some further results on unilateral lattice processes
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• Martingale-difference Gibbs random fields and central limit theorem
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• On limit theorems for Banach-space-valued linear processes
• Rates of convergence in the CLT for linear random fields

Cited In (3)

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

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