On Zhao-Woodroofe's condition for martingale approximation

DOI10.1214/ECP.V18-2780zbMath1329.60094OpenAlexW1994534257MaRDI QIDQ743000

Jana Klicnarová, Dalibor Volný

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ecp.v18-2780

zbMATH Keywords

martingale approximationcausal stationary processZhao-Woodroofe condition

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17)

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