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## Main Question or Discussion Point

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

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