dc.contributor.author |
Oprisan, Adina |
|
dc.date.accessioned |
2018-08-01T05:35:54Z |
|
dc.date.available |
2018-08-01T05:35:54Z |
|
dc.date.issued |
2017-05 |
|
dc.identifier.issn |
2384-4795 |
|
dc.identifier.uri |
https://journal.uob.edu.bh:443/handle/123456789/2039 |
|
dc.description.abstract |
We consider additive functionals for a class of autoregressive processes and prove that their empirical measures with logarithmic averaging converge almost surely via a martingale decomposition. A method developed in our previous work on additive functionals of ergodic Markov processes is applied in the particular case of autoregressive processes that are uniformly ergodic. We also obtain some equivalent results on almost sure asymptotic behavior. |
en_US |
dc.language.iso |
en |
en_US |
dc.publisher |
University of Bahrain |
en_US |
dc.rights |
Attribution-NonCommercial-ShareAlike 4.0 International |
* |
dc.rights.uri |
http://creativecommons.org/licenses/by-nc-sa/4.0/ |
* |
dc.subject |
Almost sure central limit theorem |
|
dc.subject |
Autoregressive process |
|
dc.subject |
Empirical process |
|
dc.subject |
Ergodicity |
|
dc.subject |
Martingale decomposition |
|
dc.title |
An Almost Sure Central Limit Theorem for Autoregressive Processes |
en_US |
dc.type |
Article |
en_US |
dc.identifier.doi |
http://dx.doi.org/10.12785/IJCTS/040106 |
|
dc.volume |
04 |
|
dc.issue |
01 |
|
dc.pagestart |
77 |
|
dc.pageend |
81 |
|
dc.source.title |
International Journal of Computational and Theoretical Statistics |
|
dc.abbreviatedsourcetitle |
IJCTS |
|