The Law of Iterated Logarithm for Autoregressive Processes
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.
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2014/972712 |