Limit theorems for the Markov random walks describes by the generalization of autoregressive process of order one

DOI10.30546/2617-7900.43.1.2023.34MaRDI QIDQ6198895

Irada A. Ibadova, S. A. Aliev, Fada G. Ragimov

Publication date: 23 February 2024

Published in: TRANSACTIONS ISSUE MATHEMATICS (Search for Journal in Brave)

zbMATH Keywords

strong law of large numberscentral limit theoremMarkov random walksautoregressive process of order one

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• Nonlinear Markov renewal theory with statistical applications
• Limit theorems for a family of the first passage times of a parabola by the sums of the squares autoregression process of order one (AR(1))
• On the generalization of the central limit theorem for the least-squares estimator of the unknown parameter in the autoregressive process of order one (AR(1))
• Convergence of stochastic processes

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