scientific article; zbMATH DE number 4036816

MaRDI QIDQ3776310zbMATH OpenFDO

Authors Dalibor Volný

Publication date 1987

zbMATH Keywords

decompositions of strictly stationary sequencesergodic decomposition of invariant measuremartingale difference sequencesmartingale limit theoremsmaximal invariant \(\sigma \)-algebra

Mathematics Subject Classification ID

Measure-preserving transformations (28D05) Stationary stochastic processes (60G10) Martingales with discrete parameter (60G42)

Cited in

(14)

• Martingale laws, densities and decomposition of Föllmer-Schweizer
• Approximating martingales and the central limit theorem for strictly stationary processes
• On autocorrelation estimation in mixed-spectrum Gaussian processes
• On limit theorems for fields of martingale differences
• On the exactness of the Wu-Woodroofe approximation
• On non-ergodic versions of limit theorems
• scientific article; zbMATH DE number 27194 (Why is no real title available?)
• scientific article; zbMATH DE number 64777 (Why is no real title available?)
• scientific article; zbMATH DE number 1254560 (Why is no real title available?)
• scientific article; zbMATH DE number 4001100 (Why is no real title available?)
• An alternative proof of the uniqueness of martingale-coboundary decomposition of strictly stationary processes.
• On the rate of convergence of ergodic averages for functions of Gordin space
• On the limit in the CLT for a field of martingale differences with respect to a completely commuting invariant filtration
• A probabilistic ergodic decomposition result

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