On an autoregressive process driven by a sequence of Gaussian cylindrical random variables

DOI10.1285/I15900932V41N1P111MaRDI QIDQ4957785zbMATH OpenOpenAlexFDO

Authors F. C. Shu

Publication date 9 September 2021

Full work available at URL http://siba-ese.unisalento.it/index.php/notemat/article/view/24155

zbMATH Keywords

stationary processautoregressive processcylindrical processcylindrical measurecylindrical random variable

Mathematics Subject Classification ID

Gaussian processes (60G15) Strong limit theorems (60F15) Generalized stochastic processes (60G20)

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Cites work

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• The stochastic equation \(Y_{t+1}= A_t Y_t+ B_t\) with non-stationary coefficients
• Weak convergence for the covariance operators of a Hilbertian linear process.

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