CARMA fields

Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called θ-lex weak dependence. Our general results apply to mixed moving average fields (MMAF in short) and ambit fields.

Imma Valentina Curato, Robert Stelzer, Bennet Ströh