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arXiv · 1708.08492

Martingale approximations for random fields

Magda Peligrad·Na Zhang
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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.

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Magda Peligrad, Na Zhang. 2017-08-28. Martingale approximations for random fields. https://arxiv.org/abs/1708.08492

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