Invariance principle for martingale-difference random fields

S. Poghosyan and S. Roelly

Statistics & Probability Letters, 1998, vol. 38, issue 3, 235-245

Abstract: 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.

Keywords: Central; limit; theorem; Multi-parameter; Wiener; process; Martingale-difference; random; field; Invariance; principle (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (9)

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