Limit theorems for \(D[0,1]\)-valued autoregressive processes

DOI10.1016/j.crma.2011.06.009zbMath1221.62121MaRDI QIDQ639608

Layal El Hajj

Publication date: 22 September 2011

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2011.06.009

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

Related Items

Strongly consistent autoregressive predictors in abstract Banach spaces, Exponential bounds for intensity of jumps

Cites Work

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