Article ID Journal Published Year Pages File Type
7547820 Statistics & Probability Letters 2018 9 Pages PDF
Abstract
K. Schmidt (1977) proved that if a strictly stationary sequence of real-valued random variables has the property that the family of distributions of its partial sums is tight, then the sequence is a coboundary, meaning that it is equal to the successive differences of another strictly stationary sequence. The result here is a coboundary-type theorem for C[0,1]-valued random fields (not necessarily stationary) that includes moment conditions.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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