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Journal article
The Law of Iterated Logarithm for Autoregressive Processes
Mathematical problems in engineering, v 2014
01 Jan 2014
Abstract
This paper mainly discusses some dynamics asymptotic properties of autoregressive processes. By using the m-dependence of random variables, we prove the least squares (LS) estimator of the unknown parameters satisfies the law of iterated logarithm.
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Details
- Title
- The Law of Iterated Logarithm for Autoregressive Processes
- Creators
- Yan Wang - Cent China Normal Univ, Natl Engn Res Ctr E Learning, Wuhan 430079, Peoples R ChinaMingzhi Mao - China Univ Geosci, Sch Math & Phys, Wuhan 430074, Peoples R ChinaXiaohua Hu - Cent China Normal Univ, Dept Comp Sci, Wuhan 430079, Peoples R ChinaTingting He - Cent China Normal Univ, Dept Comp Sci, Wuhan 430079, Peoples R China
- Publication Details
- Mathematical problems in engineering, v 2014
- Publisher
- Hindawi Publishing Group
- Number of pages
- 8
- Grant note
- IIP 1160960 / NSF; National Science Foundation (NSF) IIP 1332024 / NNS B07042 / Program of Introducing Talents of Discipline to Universities; Ministry of Education, China - 111 Project 122D223 / Major Project of National Social Science Fund
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Information Science
- Web of Science ID
- WOS:000345050500001
- Scopus ID
- 2-s2.0-84934916581
- Other Identifier
- 991019167424204721
InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Engineering, Multidisciplinary
- Mathematics, Interdisciplinary Applications