Invariance principle via orthomartingale approximation
Probability
2020-03-10 v2
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.
Cite
@article{arxiv.1702.08288,
title = {Invariance principle via orthomartingale approximation},
author = {Davide Giraudo},
journal= {arXiv preprint arXiv:1702.08288},
year = {2020}
}