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.
Citation
Jana Klicnarova. Dalibor Volny. "On Zhao-Woodroofe's condition for martingale approximation." Electron. Commun. Probab. 18 1 - 8, 2013. https://doi.org/10.1214/ECP.v18-2780
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