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 language | English |
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Pages (from-to) | 1503-1510 |
Number of pages | 8 |
Journal | Stochastic Processes and their Applications |
Volume | 126 |
Issue number | 5 |
DOIs | |
State | Published - 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