ON THE CONVERGENCE OF SERIES OF AUTOREGRESSIVE SEQUENCES

VALERII V. BULDYGIN AND MARINA K. RUNOVSKA

Theory of Stochastic Processes

Vol.15 (31), no.1, 2009, pp.7-14

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.