The Law of Iterated Logarithm for Autoregressive Processes

Yan Wang, Mingzhi Mao, Xiaohua Hu and Tingting He

Mathematical Problems in Engineering, 2014, vol. 2014, 1-8

Abstract:

This paper mainly discusses some dynamics asymptotic properties of autoregressive processes. By using the -dependence of random variables, we prove the least squares (LS) estimator of the unknown parameters satisfies the law of iterated logarithm.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:972712

DOI: 10.1155/2014/972712

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