An ergodic-type theorem
la feller for nonintegrable strictly stationary continuous time processes
Authors:
Andrew Rosalsky a;
Jordan Stoyanov b;
Brett Presnell a
| Affiliations: | a Department of Statistics, University of Florida, Gainesville, Florida |
| b Bulgarian Academy of Sciences, Institute of Mathematics, Sofia, Bulgaria |
DOI:
10.1080/07362999508809417
Publication Frequency:
6 issues per year
Formats available:
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(English)
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Abstract
For a measurable strictly stationary continuous time stochastic process
, an analogue of a classical generalized strong law of large numbers of Feller is obtained. Specifically, it is shown that if where b-1is the inverse of the positive continuous function btsatisfying almost certainly.Illustrative examples are provided and some open questions are outlined
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