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The Law of Iterated Logarithm for Autoregressive Processes

Author

Listed:
  • Yan Wang
  • Mingzhi Mao
  • Xiaohua Hu
  • Tingting He

Abstract

This paper mainly discusses some dynamics asymptotic properties of autoregressive processes. By using the -dependence of random variables, we prove the least squares (LS) estimator of the unknown parameters satisfies the law of iterated logarithm.

Suggested Citation

  • Yan Wang & Mingzhi Mao & Xiaohua Hu & Tingting He, 2014. "The Law of Iterated Logarithm for Autoregressive Processes," Mathematical Problems in Engineering, Hindawi, vol. 2014, pages 1-8, November.
    • Handle: RePEc:hin:jnlmpe:972712
    DOI: 10.1155/2014/972712
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    Cited by:

    1. Kaiyu Liang & Yong Zhang, 2024. "Almost Sure Central Limit Theorem for Error Variance Estimator in Pth-Order Nonlinear Autoregressive Processes," Mathematics, MDPI, vol. 12(10), pages 1-16, May.

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