Is Martingale difference sequence strictly stationary and ergodic?(adsbygoogle = window.adsbygoogle || []).push({});

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

**Physics Forums | Science Articles, Homework Help, Discussion**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Is Martingale difference sequence strictly stationary and ergodic?

**Physics Forums | Science Articles, Homework Help, Discussion**