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On Zhao-Woodroofe's condition for martingale approximation


 
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1. Title Title of document On Zhao-Woodroofe's condition for martingale approximation
 
2. Creator Author's name, affiliation, country Jana Klicnarova; University of South Bohemia; Czech Republic
 
2. Creator Author's name, affiliation, country Dalibor Volny; Université de Rouen; France
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) stationary process; martingale approximation; nonadapted version
 
3. Subject Subject classification 60G10
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) Czech Science Foundation (project no. P201/11/P164)
 
7. Date (YYYY-MM-DD) 2013-05-20
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/2780
 
10. Identifier Digital Object Identifier 10.1214/ECP.v18-2780
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 18
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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