Abstract
In [V. Paulauskas, On Beveridge–Nelson decomposition and limit theorems for linear random fields, J. Multivariate Anal., 101:621–639, 2010], limit theorems for linear random fields generated by independent identically distributed innovations were proved. In this paper, we present the central limit theorem for linear random fields with martingale-differences innovations satisfying the central limit theorem from [J. Dedecker, A central limit theorem for stationary random fields, Probab. Theory Relat. Fields, 110(3):397–426, 1998] and arranged in lexicographical order.
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Banys, P. CLT for linear random fields with stationary martingale-difference innovation. Lith Math J 51, 303–309 (2011). https://doi.org/10.1007/s10986-011-9127-3
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DOI: https://doi.org/10.1007/s10986-011-9127-3