Invariance principle via orthomartingale approximation
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DOI: 10.1142/s0219493718500430
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.… read more here.
Keywords: via orthomartingale; approximation; invariance principle; condition ... See more keywords