Is Martingale difference sequence strictly stationary and ergodic?
It seems to me that Martingale Difference Sequence is a special case of strictly stationary and ergodic sequences.
Also, can somebody give me an example of strict stationarity without independence.
Cheers
Quasar 987:
I just edited my question. Assuming X is compact,...
The statement is true even though the domain is compact.
I can tell you are doing physics. I am doing economics, sin function will never cross my mind.
Cheers
I am sure it can be shown by definition, but I propose an easy way (not rigorous though)
The function is (weakly) convex
The lower contour set (=<1) of a convect function is convex.
y is a correspondence of x. X is compact.
Can somebody give me an example where y is compacted valued, but the graph(x,y) is not compact.
A graph will be highly appreciated.