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arXiv · 2407.18633

On stable central limit theorems for multivariate discrete-time martingales

Erich Häusler·Harald Luschgy
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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.

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Erich Häusler, Harald Luschgy. 2024-07-26. On stable central limit theorems for multivariate discrete-time martingales. https://arxiv.org/abs/2407.18633

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