A CLT for multi-dimensional martingale differences in a lexicographic order

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

We prove a central limit theorem for a square-integrable ergodic stationary multi-dimensional random field of martingale differences with respect to a lexicographic order.

Original languageEnglish
Pages (from-to)1503-1510
Number of pages8
JournalStochastic Processes and their Applications
Volume126
Issue number5
DOIs
StatePublished - 1 May 2016

Keywords

  • Central limit theorem
  • Lexicographic order
  • Multi-dimensional martingale differences
  • Random fields

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

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