scientific article; zbMATH DE number 1069531

zbMATHMaRDI QIDQ4356489FDO

Authors Martin Jacobsen

Publication date 25 May 1998

zbMATH Keywords

weak convergenceinvariance principlefirst-order autoregressive processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) General second-order stochastic processes (60G12) Sample path properties (60G17)

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• Weak convergence of processes and preservation of predictability
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• THE CONVERGENCE OF AUTOCORRELATIONS AND AUTOREGRESSIONS1
• Limit theorems for \(D[0,1]\)-valued autoregressive processes

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