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.
翻译:本文为d维鞅差阵列与鞅差序列的稳定中心极限定理提供了系统化研究框架。所提出的条件是对单变量情形的直接推广。