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2018 Martingale approximations for random fields
Peligrad Magda, Na Zhang
Electron. Commun. Probab. 23: 1-9 (2018). DOI: 10.1214/18-ECP128

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

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Peligrad Magda. Na Zhang. "Martingale approximations for random fields." Electron. Commun. Probab. 23 1 - 9, 2018. https://doi.org/10.1214/18-ECP128

Information

Received: 29 August 2017; Accepted: 3 April 2018; Published: 2018
First available in Project Euclid: 28 April 2018

zbMATH: 1390.60186
MathSciNet: MR3798239
Digital Object Identifier: 10.1214/18-ECP128

Subjects:
Primary: 60F05, 60G10, 60G48, 60G60

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