On stable central limit theorems for multivariate discrete-time martingales
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866929438226120704 |
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| author | Häusler, Erich Luschgy, Harald |
| author_facet | Häusler, Erich Luschgy, Harald |
| contents | We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_18633 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On stable central limit theorems for multivariate discrete-time martingales Häusler, Erich Luschgy, Harald Probability Statistics Theory 60F05, 60G42, 62F12, 62H12, 62M10 We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case. |
| title | On stable central limit theorems for multivariate discrete-time martingales |
| topic | Probability Statistics Theory 60F05, 60G42, 62F12, 62H12, 62M10 |
| url | https://arxiv.org/abs/2407.18633 |