Abstract: In this paper a generalization of d-parameter martingales is studied. A d-parameter process is called an autoregressive martingale field if it satisfies certain autoregressive type stochastic difference equations. An almost sure convergence theorem is proved for autoregressive martingale fields.
Keywords: Random field, multiindex martingale, linear martingale, autoregression, almost sure convergence.
Classification (MSC2000): 60G42; 60F15, 60B12
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