CLT for linear random fields with martingale increments

DOI10.1007/s10986-012-9152-xzbMath1283.60033MaRDI QIDQ392989

Vygantas Paulauskas, Povilas Banys

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 theorem; martingale differences; Beveridge-Nelson decomposition; random linear fields; lattice martingales

Mathematics Subject Classification ID

60G60: Random fields

60G42: Martingales with discrete parameter

60F05: Central limit and other weak theorems

60G48: Generalizations of martingales

Related Items

CLT for linear random fields with stationary martingale-difference innovation

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