ASYMPTOTIC BEHAVIOUR OF DISCRETE LINEAR PROCESSES
Ulrich Stadtmüller, Rolf Trautner · Journal of Time Series Analysis · 1985
Abstract. We consider the linear process Yn(ω) =ΣAk(ω) ·Xn‐k (ω) on a probability space (Ω, P) and ask for sufficient conditions in order to get a limit theorem for (Yk) if the corresponding limit theorem for (Xk) is true.