Klicnarová, Jana; Volný, Dalibor - In: Stochastic Processes and their Applications 119 (2009) 7, pp. 2158-2165
Let (Xi) be a stationary process adapted to a filtration , E(Xi)=0, ; by we denote the partial sums and . Wu and Woodroofe [Wei Biao Wu, M. Woodroofe, Martingale approximation for sums of stationary processes, Ann. Probab. 32 (2004) 1674-1690] have shown that if then there exists an array of...
