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arXiv · 1702.08288

Invariance principle via orthomartingale approximation

Davide Giraudo
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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.

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Davide Giraudo. 2017-02-27. Invariance principle via orthomartingale approximation. https://doi.org/10.1142/s0219493718500430

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