Convergence in mean of $N^{-1} \sum^N_{k=1} X_{t_k}$ is studied for stationary processes classified according to parameter space and type of spectral measure.
Publié le : 1975-04-14
Classification:
Estimation of the mean,
spectral measure,
ergodic theorem,
weak convergence to Haar measure,
28A65,
60610,
62M99
@article{1176996398,
author = {Blum, Julius and Eisenberg, Bennett},
title = {The Law of Large Numbers for Subsequences of a Stationary Process},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 281-288},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996398}
}
Blum, Julius; Eisenberg, Bennett. The Law of Large Numbers for Subsequences of a Stationary Process. Ann. Probab., Tome 3 (1975) no. 6, pp. 281-288. http://gdmltest.u-ga.fr/item/1176996398/