On Zhao-Woodroofe’s condition for martingale approximation∗
نویسندگان
چکیده
The Zhao-Woodroofe condition has been introduced in [19] and it 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 ([10], [18], [15]).
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