1786 - 0091 Autoregressive Type Martingale Fields Zsolt

  • MARTINGALE FIELDS, ZSOLT KARÁCSONY
  • Published 2006

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. 

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Cite this paper

@inproceedings{FIELDS200617860, title={1786 - 0091 Autoregressive Type Martingale Fields Zsolt}, author={MARTINGALE FIELDS and ZSOLT KAR{\'A}CSONY}, year={2006} }