Communications of the
Korean Mathematical Society
CKMS

ISSN(Print) 1225-1763 ISSN(Online) 2234-3024

Article

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Commun. Korean Math. Soc. 1997; 12(4): 1033-1038

Printed December 1, 1997

Copyright © The Korean Mathematical Society.

On The Functional Central Limit Theorem for a Class of Nonlinear Autoregressive processes

Chanho Lee

Hannam University

Abstract

A functional central limit theorem for a class of nonlinear stationary Markov processes which are geometrically Harris ergodic is derived.

Keywords: Invariant probability, functional central limit theorem

MSC numbers: Primary 60G10, 60J05