On Limit Theorems for Functional Autoregressive Processes with Random Coefficients
Sadillo SharipovRomanovskii Institute of Mathematics, Uzbekistan Academy of Sciences, 100174, Tashkent, Uzbekistan
ABI
Аннотация
In this paper we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, complete convergence and central limit theorem. We follow the approach which is based on a suitable martingale coboundary decomposition in Banach space.
Перевод пока недоступен
Темы
Идентификаторы
Цитирования и источники
Цитирований: 0Использованных источников: 20