Limit theorems for D[0,1]-valued autoregressive processes

被引：3

作者：

El Hajj, Layal ^{[1
]}

机构：

[1] Univ Paris 06, LSTA, F-75252 Paris 05, France

来源：

COMPTES RENDUS MATHEMATIQUE | 2011年 / 349卷 / 13-14期

关键词：

LIMIT-THEOREMS; BANACH-SPACE; CONVERGENCE;

D O I：

10.1016/j.crma.2011.06.009

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This Note deals with real continuous-time processes which admit a D[0,1]-valued autoregressive representation of order one (ARD(1)). Under some regularity conditions, we establish laws of large numbers, the central limit theorem and the law of the iterated logarithm for ARD(1). (C) 2011 Academie des sciences. Publie par Elsevier Masson SAS.

引用

页码：821 / 825

页数：5

共 15 条

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[2]

[Anonymous], 1999, CONVERGE PROBAB MEAS

[3] Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics [J].