University of Bahrain
Scientific Journals

An Almost Sure Central Limit Theorem for Autoregressive Processes

Show simple item record Oprisan, Adina 2018-08-01T05:35:54Z 2018-08-01T05:35:54Z 2017-05
dc.identifier.issn 2384-4795
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 *
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.volume 04
dc.issue 01
dc.pagestart 77
dc.pageend 81
dc.source.title International Journal of Computational and Theoretical Statistics
dc.abbreviatedsourcetitle IJCTS

Files in this item

This item appears in the following Issue(s)

Show simple item record

Attribution-NonCommercial-ShareAlike 4.0 International Except where otherwise noted, this item's license is described as Attribution-NonCommercial-ShareAlike 4.0 International

All Journals

Advanced Search


Administrator Account