On limit theorems for functional autoregressive processes with random coefficients
Probability
2022-12-06 v1
Abstract
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, some exponential inequalities, central limit theorem. Our approach is based on a suitable martingale coboundary decomposition in Banach space.
Cite
@article{arxiv.2212.01690,
title = {On limit theorems for functional autoregressive processes with random coefficients},
author = {Sadillo Sharipov},
journal= {arXiv preprint arXiv:2212.01690},
year = {2022}
}
Comments
12 pages