Skip to main content
Article thumbnail
Location of Repository

On Zhao-Woodroofe’s condition for martingale approximation

By Jana Klicnarová and Dalibor Volný

Abstract

The Zhao-Woodroofe condition has been introduced in [19] and it is a necessary and sufficient condition for the existence of a martingale approximation of a causal stationary process. Here, a nonadapted version is given and the convergence of Cesaro averages is replaced by a convergence of a subsequence. The nonadapted version is of a different form than in other cases, e.g. of Wu-Woodroofe or Maxwell-Woodroofe conditions ([10], [18], [15])

Topics: stationary process, martingale approximation, nonadapted version. AMS MSC 2010, 60G10
Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.352.2616
Provided by: CiteSeerX
Download PDF:
Sorry, we are unable to provide the full text but you may find it at the following location(s):
  • http://citeseerx.ist.psu.edu/v... (external link)
  • http://ecp.ejpecp.org/article/... (external link)
  • Suggested articles


    To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.