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
