On limit theorems for functional autoregressive processes with random coefficients

DOI10.1134/S1995080223110288MaRDI QIDQ6419449zbMATH OpenFDO

Authors S. O. Sharipov

Publication date 3 December 2022

Full work available at URL https://doi.org/10.1134/S1995080223110288

Mathematics Subject Classification ID

Limit theorems in probability theory (60Fxx) Stochastic processes (60Gxx) Inference from stochastic processes (62Mxx)

Abstract: In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit theorem. Our approach is based on a suitable martingale coboundary decomposition in Banach space.

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