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ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES
Author(s) -
Stadtmüller U.,
Trautner R.
Publication year - 1985
Publication title -
journal of time series analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.576
H-Index - 54
eISSN - 1467-9892
pISSN - 0143-9782
DOI - 10.1111/j.1467-9892.1985.tb00401.x
Subject(s) - mathematics , limit (mathematics) , central limit theorem , order (exchange) , space (punctuation) , combinatorics , discrete mathematics , pure mathematics , mathematical analysis , statistics , philosophy , finance , economics , linguistics
. We consider the linear process Y n (ω) =Σ A k (ω) · X n‐k (ω) on a probability space (Ω, P ) and ask for sufficient conditions in order to get a limit theorem for ( Y k ) if the corresponding limit theorem for ( X k ) is true.