Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
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Publication:5265844
DOI10.1080/03610926.2012.763098zbMath1320.60084OpenAlexW2001052890MaRDI QIDQ5265844
Publication date: 29 July 2015
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2012.763098
convergence ratelaw of iterated logarithmcomplete moment convergenceparameter estimatorGaussian autoregressive process
Gaussian processes (60G15) Linear regression; mixed models (62J05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Large deviations (60F10)
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