Modulo 1 limit theorems for autoregressive random variables and their sums

Bruno Massé

Statistics & Probability Letters, 2018, vol. 135, issue C, 70-75

Abstract: We extend Lévy’s and Robbins’s results on distribution modulo 1 of sums of i.i.d. random variables to the case of autoregressive random variables and their sums. We show that the results may and may not depend on the regression coefficient and on the distribution of the white noise.

Keywords: Modulo 1 distribution; Fractional part; Uniform distribution; Fourier coefficients; Autoregressive process (search for similar items in EconPapers)
Date: 2018
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715217303693
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:135:y:2018:i:c:p:70-75

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2017.11.015

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().