The law of iterated logarithm for autoregressive processes (Q1719508)
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scientific article; zbMATH DE number 7017749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The law of iterated logarithm for autoregressive processes |
scientific article; zbMATH DE number 7017749 |
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The law of iterated logarithm for autoregressive processes (English)
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8 February 2019
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Summary: 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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