On the normal approximation for random fields via martingale methods

Magda Peligrad and Na Zhang

Stochastic Processes and their Applications, 2018, vol. 128, issue 4, 1333-1346

Abstract: We prove a central limit theorem for strictly stationary random fields under a sharp projective condition. The assumption was introduced in the setting of random sequences by Maxwell and Woodroofe. Our approach is based on new results for triangular arrays of martingale differences, which have interest in themselves. We provide as applications new results for linear random fields and nonlinear random fields of Volterra-type.

Keywords: Random field; Central limit theorem; Maxwell–Woodroofe condition; Martingale approximation (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (4)

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DOI: 10.1016/j.spa.2017.07.012

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