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.
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2014-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2014/972712 |
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Article |
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doaj-b2a9088ab460476f80c3f58e8c6e494e2020-11-24T22:37:37ZengHindawi LimitedMathematical Problems in Engineering1024-123X1563-51472014-01-01201410.1155/2014/972712972712The Law of Iterated Logarithm for Autoregressive ProcessesYan Wang0Mingzhi Mao1Xiaohua Hu2Tingting He3National Engineering Research Center for E-Learning, Central China Normal University, Wuhan 430079, ChinaSchool of Mathematics and Physics, China University of Geosciences, Wuhan 430074, ChinaDepartment of Computer Science, Central China Normal University, Wuhan 430079, ChinaDepartment of Computer Science, Central China Normal University, Wuhan 430079, ChinaThis 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.http://dx.doi.org/10.1155/2014/972712 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
Yan Wang Mingzhi Mao Xiaohua Hu Tingting He |
| spellingShingle |
Yan Wang Mingzhi Mao Xiaohua Hu Tingting He The Law of Iterated Logarithm for Autoregressive Processes Mathematical Problems in Engineering |
| author_facet |
Yan Wang Mingzhi Mao Xiaohua Hu Tingting He |
| author_sort |
Yan Wang |
| title |
The Law of Iterated Logarithm for Autoregressive Processes |
| title_short |
The Law of Iterated Logarithm for Autoregressive Processes |
| title_full |
The Law of Iterated Logarithm for Autoregressive Processes |
| title_fullStr |
The Law of Iterated Logarithm for Autoregressive Processes |
| title_full_unstemmed |
The Law of Iterated Logarithm for Autoregressive Processes |
| title_sort |
law of iterated logarithm for autoregressive processes |
| publisher |
Hindawi Limited |
| series |
Mathematical Problems in Engineering |
| issn |
1024-123X 1563-5147 |
| publishDate |
2014-01-01 |
| description |
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. |
| url |
http://dx.doi.org/10.1155/2014/972712 |
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