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Modulo 1 limit theorems for autoregressive random variables and their sums

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  • Massé, Bruno

Abstract

We extend Lévy’s and Robbins’s results on distribution modulo 1 of sums of i.i.d. random variables to the case of autoregressive random variables and their sums. We show that the results may and may not depend on the regression coefficient and on the distribution of the white noise.

Suggested Citation

  • Massé, Bruno, 2018. "Modulo 1 limit theorems for autoregressive random variables and their sums," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 70-75.
    • Handle: RePEc:eee:stapro:v:135:y:2018:i:c:p:70-75
    DOI: 10.1016/j.spl.2017.11.015
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