Abstract
In this paper we provide necessary and sufficient conditions for the mean square approximation of a random field by an ortho-martingale. The conditions are formulated in terms of projective criteria. Applications are given to linear and nonlinear random fields with independent innovations.
Citation
Peligrad Magda. Na Zhang. "Martingale approximations for random fields." Electron. Commun. Probab. 23 1 - 9, 2018. https://doi.org/10.1214/18-ECP128
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