Geodesic
On the convergence of series of autoregressive sequences in Banach spaces
Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 29-38

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Necessary and sufficient conditions for the almost sure convergence of a series of autoregressive sequences in separable Banach spaces are studied. As an application of the obtained results, the condition for the admissible shift of a zero-mean Gaussian Markov measure is considered.
Keywords: Autoregressive sequences, almost sure convergence of random series, summability theory, Gaussian Markov sequences, continuity and singularity of probabilistic measures. 
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     author = {Valerii V. Buldygin and Marina K. Runovska},
     title = {On the convergence of series of autoregressive sequences in {Banach} spaces},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {29--38},
     publisher = {mathdoc},
     volume = {16},
     number = {1},
     year = {2010},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a3/}
}
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Valerii V. Buldygin; Marina K. Runovska. On the convergence of series of autoregressive sequences in Banach spaces. Teoriâ slučajnyh processov, Tome 16 (2010) no. 1, pp. 29-38. http://geodesic.mathdoc.fr/item/THSP_2010_16_1_a3/