The Law of Iterated Logarithm for Autoregressive Processes
Joint Authors
Wang, Yan
Mao, Mingzhi
Hu, Xiaohua
He, Tingting
Source
Mathematical Problems in Engineering
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-11-04
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Wang, Yan& Mao, Mingzhi& Hu, Xiaohua& He, Tingting. 2014. The Law of Iterated Logarithm for Autoregressive Processes. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1046576
Modern Language Association (MLA)
Wang, Yan…[et al.]. The Law of Iterated Logarithm for Autoregressive Processes. Mathematical Problems in Engineering No. 2014 (2014), pp.1-8.
https://search.emarefa.net/detail/BIM-1046576
American Medical Association (AMA)
Wang, Yan& Mao, Mingzhi& Hu, Xiaohua& He, Tingting. The Law of Iterated Logarithm for Autoregressive Processes. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-8.
https://search.emarefa.net/detail/BIM-1046576
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1046576
