Invariance principle for martingale-difference random fields

A convergence criterium to the multi-parameter Wiener process is proved. Then, it is used to establish that a martingale-difference random field on the lattice satisfies an invariance principle.

MoreLess

Year of publication:	1998
Authors:	Poghosyan, S. ; Roelly, S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 38.1998, 3, p. 235-245
Publisher:	Elsevier
Keywords:	Central limit theorem Multi-parameter Wiener process Martingale-difference random field Invariance principle

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319323