On martingale approximation of adapted processes

DOI10.1007/s10959-011-0386-zzbMath1246.60054arXiv1109.2319OpenAlexW2019500141MaRDI QIDQ430967

Hervé Queffélec, Dalibor Volný

Publication date: 26 June 2012

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.2319

zbMATH Keywords

filtrationstationary processBlaschke productmartingale approximation

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stationary stochastic processes (60G10) Blaschke products (30J10)

Related Items (1)

Invariance principle via orthomartingale approximation

Cites Work

• The Taylor coefficients of inner functions
• On martingale approximations
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• A new maximal inequality and invariance principle for stationary sequences
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• Fourier series of continuous unimodular functions
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• Zeros of the hypergeometric polynomials \(F(-n,b;2b;z)\)
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