An Almost Sure Central Limit Theorem for Autoregressive Processes

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