Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models

Authors

  • V. A. Koval

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.

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Published

25.03.2001

Issue

Vol. 53 No. 3 (2001)

Section

Research articles

How to Cite

Koval, V. A. “Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models”. Ukrains’kyi Matematychnyi Zhurnal, vol. 53, no. 3, Mar. 2001, pp. 428-32, https://umj.imath.kiev.ua/index.php/umj/article/view/4264.