Limit theorems for Banach-valued autoregressive processes. Applications to real continuous time processes

zbMath0868.60010MaRDI QIDQ2365211

Denis Bosq

Publication date: 18 August 1997

Published in: Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/119129

zbMATH Keywords

autoregressive processesprobability in Banach spaces

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stationary stochastic processes (60G10) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Limit theorems in probability theory (60F99)

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