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The Law of Iterated Logarithm for Autoregressive Processes
Journal article   Open access   Peer reviewed

The Law of Iterated Logarithm for Autoregressive Processes

Yan Wang, Mingzhi Mao, Xiaohua Hu and Tingting He
Mathematical problems in engineering, v 2014
01 Jan 2014
url
https://doi.org/10.1155/2014/972712View
Published, Version of Record (VoR)CC BY V4.0 Open

Abstract

Engineering Engineering, Multidisciplinary Mathematics Mathematics, Interdisciplinary Applications Physical Sciences Science & Technology Technology
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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Domestic collaboration
International collaboration
Web of Science research areas
Engineering, Multidisciplinary
Mathematics, Interdisciplinary Applications
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