Publié le : 1996-05-14
Classification:
Probability in Banach spaces,
autoregressive processes,
law of large numbers,
central limit theorem,
Orstein-Uhlenbeck process,
stochastic differential equations,
law of iterated logarithm,
60B12,
60F05,
60G10,
62M10
@article{1105652783,
author = {Bosq, Denis},
title = {Limit theorems for Banach-valued autoregressive processes: applications to real continuous time processes},
journal = {Bull. Belg. Math. Soc. Simon Stevin},
volume = {3},
number = {2},
year = {1996},
pages = { 537-555},
language = {en},
url = {http://dml.mathdoc.fr/item/1105652783}
}
Bosq, Denis. Limit theorems for Banach-valued autoregressive processes: applications to real continuous time processes. Bull. Belg. Math. Soc. Simon Stevin, Tome 3 (1996) no. 2, pp. 537-555. http://gdmltest.u-ga.fr/item/1105652783/