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Set-Valued Stationary Processes

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  • Wang, Rongming
  • Wang, Zhenpeng

Abstract

In this paper we discuss set-valued stationary processes. First, we prove a stationary selection and representation theorem, then we study the laws of large numbers and ergodicities of set-valued stationary processes.

Suggested Citation

  • Wang, Rongming & Wang, Zhenpeng, 1997. "Set-Valued Stationary Processes," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 180-198, October.
    • Handle: RePEc:eee:jmvana:v:63:y:1997:i:1:p:180-198
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    References listed on IDEAS

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    1. Hiai, Fumio & Umegaki, Hisaharu, 1977. "Integrals, conditional expectations, and martingales of multivalued functions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 149-182, March.
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    Cited by:

    1. Wang, Xun & Zhang, Zhongzhan & Li, Shoumei, 2016. "Set-valued and interval-valued stationary time series," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 208-223.

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