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strictly stationary process; approximating martingale; coboundary

References:

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[12] Volný, D.: **Approximating martingales and the central limit theorem for strictly stationary processes**. to appear in Stoch. Processes and their Appl. MR 1198662

[13] Volný, D.: **Martingale approximation of stationary processes: the choice of filtration**. submitted for publication.