Limit Theorems for Solutions of Stochastic
نویسندگان
چکیده
Exact rates of convergence which are of the law of the iterated logarithm type are investigated for recursive stochastic diierence equations in Ba-nach spaces. The results are applied to autoregressive processes and to an averaging method.
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Z - theorems : Limits of stochastic equationsVladimir
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تاریخ انتشار 2007