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	CENTRAL-LIMIT-THEOREM FOR 2-PARAMETER MARTINGALE DIFFERENCES WITH APPLICATION TO STATIONARY RANDOM-FIELDS
	HUANG, DW
	1992
关键词	2-D MARTINGALES STATIONARY RANDOM FIELDS CENTRAL LIMIT THEOREM SERIES
英文摘要	In this paper, the central limit theorem for two-parameter martingale differences and stationary random fields is obtained. The martingale differences are defined according to the order of the lattices (s1,s2) < (t1,t2) iff s1 < t1 or s1 = t1 and s2 < t2. An example shows that this definition may be the weakest condition under which the central limit theorem still holds. These results are used for the limit distribution of average value and sample autocovariances of stationary random fields as well as least squares estimates for some kind of spatial AR models.; Mathematics, Applied; Mathematics; SCI(E); 5; ARTICLE; 4; 413-425; 35
语种	英语
出处	SCI
出版者	science in china series a mathematics physics astronomy
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/403326]
专题	数学科学学院
推荐引用方式 GB/T 7714	HUANG, DW. CENTRAL-LIMIT-THEOREM FOR 2-PARAMETER MARTINGALE DIFFERENCES WITH APPLICATION TO STATIONARY RANDOM-FIELDS. 1992-01-01.

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