On the functional central limit theorem for a class of nonlinear autoregressive processes

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

Z. Wahr. Werw. Geb. v.60 On the funtional central limit theorem and the law of iterated logarithm for Markov processes Bhattacharya, R. N.
J. Theoretical Probability v.8 Ergodicity of Nonlinear First Order Autoregressive Modles Bhattacharya, R. N.;Lee, C. H.
Statistics & Probability Letters v.22 On geometirc ergodictiy of nonlinear autoregressive models Bhattacharya, R. N.;Lee, C. H.
Ann. Probab. v.16 Asymptotics of a class of Markov processes which are not in general irreducible Bhattacharya, R. N.;Lee, O.
J. Multivariate Analysis v.27 Ergodicity and Central Limit theorems for a class of Markov Processes Bhattacharya, R. N.;Lee, O.
Convergence of Probability Measures Billingsley, P.
Adv. Appl. Probab. v.17 paper On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference euations Chan, K. S.;H. Tong
Dokl.Akad. Nauk. SSSR v.19 The central limit theorem for stationary ergodic Markov process Gordin, M. I.;Lifsic, B. A.
Asymptotics of a class pth-order Nonlinear Autoregressive processes, preprints. Lee, C. H.
General Irreducible Markov chains and Nonnegative Operators Nummelin, E.
Adv. Appl. Probab. v.22 Nonlinear time series and Markov chains Tjφstheim, D.