On Zhao-Woodroofe's condition for martingale approximation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60076658%3A12510%2F13%3A43885009" target="_blank" >RIV/60076658:12510/13:43885009 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
On Zhao-Woodroofe's condition for martingale approximation
Original language description
The Zhao-Woodroofe condition has been introduced in (Zhao, Woodroofe (2008)) 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 corvengence 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, Maxwell, Woodroofe (2000), Wu, Woodroofe (2004) a Volný (2006)).
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GPP201%2F11%2FP164" target="_blank" >GPP201/11/P164: Martingale approximations and U-statistics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Electronic Communications in Probability
ISSN
1083-589X
e-ISSN
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Volume of the periodical
18
Issue of the periodical within the volume
36
Country of publishing house
US - UNITED STATES
Number of pages
8
Pages from-to
1-8
UT code for WoS article
000319258100001
EID of the result in the Scopus database
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