LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance

Hui Zhou, Jie Li and Ke-Ang Fu

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 17, 3690-3697

Abstract: Given an AR(1) model: Xn + 1 = ρXn + ϵn + 1, n ⩾ 0, where |ρ|

Date: 2014
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DOI: 10.1080/03610926.2012.705943

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