On stable central limit theorems for multivariate discrete-time martingales
Probability
2024-07-29 v1 Statistics Theory
Statistics Theory
Abstract
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.
Cite
@article{arxiv.2407.18633,
title = {On stable central limit theorems for multivariate discrete-time martingales},
author = {Erich Häusler and Harald Luschgy},
journal= {arXiv preprint arXiv:2407.18633},
year = {2024}
}