In this paper the behaviour of linear resampling statistics in martingale difference arrays Xn,i,i≤k(n) is studied. It is shown that different bootstrap and permutation procedures work if the array (Xn,i)i fulfils the conditions of a general central limit theorem. As an application we obtain amongst others resampling versions of the Kuan and Lee  test for the martingale difference hypothesis.
"Weighted resampling of martingale difference arrays with applications." Electron. J. Statist. 5 41 - 52, 2011. https://doi.org/10.1214/11-EJS596