ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES

U. Stadtmüller and R. Trautner

Journal of Time Series Analysis, 1985, vol. 6, issue 2, 97-108

Abstract: Abstract. We consider the linear process Yn(ω) =ΣAk(ω) ·Xn‐k (ω) on a probability space (Ω, P) and ask for sufficient conditions in order to get a limit theorem for (Yk) if the corresponding limit theorem for (Xk) is true.

Date: 1985
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