The the uniform mean-square ergodic theorem for wide sense stationary processes

DOI10.1080/07362999808809557zbMath0916.60039OpenAlexW2118815554MaRDI QIDQ4208313

Goran Peskir

Publication date: 1 September 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809557

zbMATH Keywords

spectral representationuniform ergodic theoremorthogonal stochastic measurewide sense stationarity

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic integrals (60H05) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) (L^p)-limit theorems (60F25)

Related Items (3)

Multivariate wavelet density and regression estimators for stationary and ergodic discrete time processes: Asymptotic results ⋮ Uniform convergence of Vapnik-Chervonenkis classes under ergodic sampling ⋮ Multivariate wavelet density and regression estimators for stationary and ergodic continuous time processes: asymptotic results

Cites Work

• Unnamed Item
• Unnamed Item
• Some limit theorems for empirical processes (with discussion)
• The Glivenko-Cantelli problem
• Uniform convergence of reversed martingales
• Necessary and Sufficient Conditions for the Uniform Convergence of Means to their Expectations
• Generalizations of the Glivenko-Cantelli Theorem
• On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
• On the Convergence of Empiric Distribution Functions

This page was built for publication: The the uniform mean-square ergodic theorem for wide sense stationary processes