The Law of Iterated Logarithm for Autoregressive Processes-Reference-Cited by-同舟云学术

The Law of Iterated Logarithm for Autoregressive Processes

Published:2014 Issue: Volume:2014 Page:1-8
ISSN:1024-123X
Container-title:Mathematical Problems in Engineering
language:en
Short-container-title:Mathematical Problems in Engineering

Author:

Wang Yan¹,Mao Mingzhi²,Hu Xiaohua³⁴,He Tingting³

Affiliation:

1. National Engineering Research Center for E-Learning, Central China Normal University, Wuhan 430079, China

2. School of Mathematics and Physics, China University of Geosciences, Wuhan 430074, China

3. Department of Computer Science, Central China Normal University, Wuhan 430079, China

4. College of Computing and Informatics, Drexel University, Philadelphia, PA, USA

Abstract

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

Funder

National Natural Science Foundation of China

Publisher

Hindawi Limited

Subject

General Engineering,General Mathematics

Link

http://downloads.hindawi.com/journals/mpe/2014/972712.pdf

Reference12 articles.

1. On the Statistical Treatment of Linear Stochastic Difference Equations

2. On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations

3. Some laws of the iterated logarithm in Hilbertian autoregressive models

4. Modeling and large sample estimation for multi-casting autoregression

5. Limiting mixture distributions for AR(1) model indexed by a branching process

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