A pr 2 00 8 Independence of Four Projective Criteria for the Weak Invariance Principle

@inproceedings{Durieu2008AP2,
  title={A pr 2 00 8 Independence of Four Projective Criteria for the Weak Invariance Principle},
  author={Olivier Durieu},
  year={2008}
}
  • Olivier Durieu
  • Published 2008
Let (Xi)i∈Z be a regular stationary process for a given filtration. The weak invariance principle holds under the condition ∑ i∈Z ‖P0(Xi)‖2 < ∞ (see [11], [2], [3]). In this paper, we show that this criterion is independent of other known criteria: the martingalecoboundary decomposition of Gordin (see [7], [8]), the criterion of Dedecker and Rio (see [4… CONTINUE READING