I find myself in the following situation:
I have a sequence of first quadrant spectral sequences, let's call them $ E(n)_{p,q}^* $, each convergent to $E(n)_{p,q}^\infty$, with spectral sequence morphisms $E(n)_{*,*}^* \to E(n-1)_{*,*}^*$, so we have an inverse directed system of spectral sequences.
Each module of each page is a locally finite graded vector space, so if you define $E_{p,q}^* = \varprojlim_n E(n)_{p,q}^* $, $E_{p,q}^* $ turns out to be a spectral sequence (differentials are the limit of differentials in the original sequences, etc.) by an argument found in a paper by John Carter. However, in this same paper he states that you can't say that $E_{p,q}^*$ converges to $\varprojlim E(n)_{p,q}^\infty$, and his counterexample rests on the fact that his spectral sequences can be non-bounded... Does anyone know if this "convergence" result is true for bounded (or, say, first quadrant) sequences?