The limit law of the iterated logarithm for linear processes

Yong Zhang

Statistics & Probability Letters, 2017, vol. 122, issue C, 147-151

Abstract: In this short note, we established the limit law of the iterated logarithm for linear process. Let {ξi,−∞Keywords: Limit law of the iterated logarithm; Linear process; Beveridge and Nelson decomposition (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.11.012

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