ITERATED LOGARITHM RESULT FOR MARTINGALES AND ITS APPLICATION IN ESTIMATION THEORY FOR AUTOREGRESSIVE PROCESSES

被引:14
作者
HEYDE, CC [1 ]
机构
[1] AUSTRALIAN NATL UNIV,CANBERRA,AUSTRALIA
关键词
D O I
10.2307/3212502
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
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页码:146 / 157
页数:12
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Hannan J., 2013, TECH NOTE, V43153
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STOUT WF, 1970, ANN MATH STAT, V41, P2158, DOI 10.1214/aoms/1177696721