@article{ECP2780,
author = {Jana Klicnarova and Dalibor Volny},
title = {On Zhao-Woodroofe's condition for martingale approximation},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
keywords = {stationary process; martingale approximation; nonadapted version},
abstract = {The Zhao-Woodroofe condition 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.},
pages = {no. 36, 1-8},
issn = {1083-589X},
doi = {10.1214/ECP.v18-2780},
url = {http://ecp.ejpecp.org/article/view/2780}}