2017
Том 69
№ 9

All Issues

Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models

Koval V. A.

Full text (.pdf)


Abstract

We investigate the asymptotic properties of one-dimensional Gaussian autoregressive processes of the second order. We prove the law of the iterated logarithm in the case of an unstable autoregressive model.

English version (Springer): Ukrainian Mathematical Journal 53 (2001), no. 3, pp 488-492.

Citation Example: Koval V. A. Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models // Ukr. Mat. Zh. - 2001. - 53, № 3. - pp. 428-432.

Full text