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This article is cited in 1 scientific paper (total in 1 paper)
On the convergence of series of autoregressive sequences
Valerii. V. Buldygin, Marina. K. Runovska Department of Math. Anal. and Probab. Theory,
Ukraine (KPI), Peremogy Ave., 37, Kyiv 03056, Ukraine
Abstract:
Necessary and sufficient conditions for the almost sure convergence of a series of
autoregressive sequences are studied. In particular, the convergence of a series of
zero-mean Gaussian Markov sequences are considered.
Keywords:
Autoregressive sequences, Gaussian Markov sequences, summability theory,
almost sure convergence of series of random variables.
Citation:
Valerii. V. Buldygin, Marina. K. Runovska, “On the convergence of series of autoregressive sequences”, Theory Stoch. Process., 15(31):1 (2009), 7–14
Linking options:
https://www.mathnet.ru/eng/thsp107 https://www.mathnet.ru/eng/thsp/v15/i1/p7
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Abstract page: | 134 | Full-text PDF : | 43 | References: | 29 |
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