TY - JOUR
T1 - A CLT for multi-dimensional martingale differences in a lexicographic order
AU - Cohen, Guy
N1 - Funding Information:
The Research was partly supported by Israel Science Foundation grant 01/12 . I am grateful to J.P. Conze, C. Cuny, Y. Derriennic, M. El Machkouri, M. Gordin and M. Lin for their useful comments and remarks. I want also to thank the two referees for their valuable comments.
Publisher Copyright:
© 2015 Elsevier B.V. All rights reserved.
PY - 2016/5/1
Y1 - 2016/5/1
N2 - 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.
AB - 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.
KW - Central limit theorem
KW - Lexicographic order
KW - Multi-dimensional martingale differences
KW - Random fields
UR - http://www.scopus.com/inward/record.url?scp=84960803794&partnerID=8YFLogxK
U2 - 10.1016/j.spa.2015.11.011
DO - 10.1016/j.spa.2015.11.011
M3 - Article
AN - SCOPUS:84960803794
VL - 126
SP - 1503
EP - 1510
JO - Stochastic Processes and their Applications
JF - Stochastic Processes and their Applications
SN - 0304-4149
IS - 5
ER -