## Bulletin of the Belgian Mathematical Society - Simon Stevin

- Bull. Belg. Math. Soc. Simon Stevin
- Volume 3, Number 5 (1996), 537-555.

### Limit theorems for Banach-valued autoregressive processes: applications to real continuous time processes

#### Article information

**Source**

Bull. Belg. Math. Soc. Simon Stevin, Volume 3, Number 5 (1996), 537-555.

**Dates**

First available in Project Euclid: 13 January 2005

**Permanent link to this document**

https://projecteuclid.org/euclid.bbms/1105652783

**Digital Object Identifier**

doi:10.36045/bbms/1105652783

**Mathematical Reviews number (MathSciNet)**

MR1425281

**Zentralblatt MATH identifier**

0868.60010

**Subjects**

Primary: 60B12: Limit theorems for vector-valued random variables (infinite- dimensional case)

Secondary: 60F05: Central limit and other weak theorems 60G10: Stationary processes 62M10: Time series, auto-correlation, regression, etc. [See also 91B84]

**Keywords**

Probability in Banach spaces autoregressive processes law of large numbers central limit theorem Orstein-Uhlenbeck process stochastic differential equations law of iterated logarithm

#### Citation

Bosq, Denis. Limit theorems for Banach-valued autoregressive processes: applications to real continuous time processes. Bull. Belg. Math. Soc. Simon Stevin 3 (1996), no. 5, 537--555. doi:10.36045/bbms/1105652783. https://projecteuclid.org/euclid.bbms/1105652783