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We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by… Click to show full abstract
We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by those of stationary orthomartingale differences. This condition can be checked under multidimensional analogues of the Hannan condition and the Maxwell–Woodroofe condition.
Keywords:
via orthomartingale;
approximation;
invariance principle;
condition;
principle via;
orthomartingale approximation
Journal Title: Stochastics and Dynamics
Year Published: 2018
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Journal Title: Stochastics and Dynamics
Year Published: 2018
Link to full text (if available)
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recommendations!