Limit theorems for D[0,1]-valued autoregressive processes

作者：El Hajj Layal^*

来源：Comptes Rendus Mathematique, 2011, 349(13-14): 821-825.

DOI：10.1016/j.crma.2011.06.009

This Note deals with real continuous-time processes which admit a D[0,1]-valued autoregressive representation of order one (ARD(1)). Under some regularity conditions, we establish laws of large numbers, the central limit theorem and the law of the iterated logarithm for ARD(1).

• 出版日期2011-7