The Law of Iterated Logarithm for Autoregressive Processes

被引：2

作者：

Wang, Yan ^{[1
]}

Mao, Mingzhi ^{[2
]}

Hu, Xiaohua ^{[3
,4
]}

He, Tingting ^{[3
]}

机构：

[1] Cent China Normal Univ, Natl Engn Res Ctr E Learning, Wuhan 430079, Peoples R China

[2] China Univ Geosci, Sch Math & Phys, Wuhan 430074, Peoples R China

[3] Cent China Normal Univ, Dept Comp Sci, Wuhan 430079, Peoples R China

[4] Drexel Univ, Coll Comp & Informat, Philadelphia, PA 19104 USA

来源：

MATHEMATICAL PROBLEMS IN ENGINEERING | 2014年 / 2014卷

关键词：

DISTRIBUTIONS;

D O I：

10.1155/2014/972712

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

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.

引用

页数：8

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