Geodesic
On the convergence of series of autoregressive sequences
Teoriâ slučajnyh processov, Tome 15 (2009) no. 1, pp. 7-14

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Necessary and sufficient conditions for the almost sure convergence of a series of autoregressive sequences are studied. In particular, the convergence of a series of zero-mean Gaussian Markov sequences are considered.
Keywords: Autoregressive sequences, Gaussian Markov sequences, summability theory, almost sure convergence of series of random variables. 
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     author = {Valerii. V. Buldygin and Marina. K. Runovska},
     title = {On the convergence of series of autoregressive sequences},
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     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2009_15_1_a1/}
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Valerii. V. Buldygin; Marina. K. Runovska. On the convergence of series of autoregressive sequences. Teoriâ slučajnyh processov, Tome 15 (2009) no. 1, pp. 7-14. http://geodesic.mathdoc.fr/item/THSP_2009_15_1_a1/