A Weak law of large numbers for a class of nonstationary but stabiuzing vector arma processes with one unit root

DOI10.1080/07362999608809444zbMath0860.60026OpenAlexW2019484069MaRDI QIDQ5687777

H.-S. Jacob Tsao

Publication date: 16 December 1996

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

Full work available at URL: https://doi.org/10.1080/07362999608809444

zbMATH Keywords

law of large numbersweak law of large numbersnon-stationary vector ARMA processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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