Abstract
Most proofs in this chapter are more involved and are therefore omitted or simplified. For literature and detailed proofs see e.g. Berkes et al. (2003, 2004), Bollerslev (1986), Bougerol and Picard (1992a,b), Brandt (1986), Breiman (1968), Brockwell and Cline (1985), Caines (1988), Furstenberg and Kesten (1960), Giraitis et al. (2000), Hannan and Kanter (1977), Kazakevičius and Leipus (2002), Kingman (1973), Nelson (1990).
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Beran, J. (2017). Generalized Autoregressive Processes. In: Mathematical Foundations of Time Series Analysis. Springer, Cham. https://doi.org/10.1007/978-3-319-74380-6_7
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