Karácsony, Zsolt (2006) Autoregressive type martingale fields. ACTA MATHEMATICA ACADEMIAE PAEDAGOGICAE NYÍREGYHÁZIENSIS, 22 (1). pp. 101-111. ISSN 0866-0174
|
Text
amapn22_11.pdf Download (236kB) | Preview |
Official URL: http://www.emis.de/journals/AMAPN/index.html
Abstract
In this paper a generalization of d-parameter martingales is studied. A d-parameter process is called an autoregressive martingale field if it satisfies certain autoregressive type stochastic difference equations. An almost sure convergence theorem is proved for autoregressive martingale fields.
| Item Type: | Article |
|---|---|
| Uncontrolled Keywords: | Random field, multiindex martingale, linear martingale, autoregression, almost sure convergence |
| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 31 Jan 2024 13:29 |
| Last Modified: | 31 Jan 2024 13:29 |
| URI: | http://real.mtak.hu/id/eprint/186853 |
Actions (login required)
 |
Edit Item |
