Martingale approximations for random fields
Probability
2017-08-30 v1
Abstract
In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field with an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and nonlinear random fields with independent innovations.
Keywords
Cite
@article{arxiv.1708.08492,
title = {Martingale approximations for random fields},
author = {Magda Peligrad and Na Zhang},
journal= {arXiv preprint arXiv:1708.08492},
year = {2017}
}
Comments
11 pages