ITERATED LOGARITHM RESULT FOR AUTOCORRELATIONS OF A STATIONARY LINEAR PROCESS

被引:7
作者
HEYDE, CC
机构
[1] AUSTRALIAN NATL UNIV,DEPT STATISTICS,POB 4,CANBERRA 2600,ACT,AUSTRALIA
[2] STANFORD UNIV,STANFORD,CA
关键词
D O I
10.1214/aop/1176996714
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
收藏
页码:328 / 332
页数:5
相关论文
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[3]   ITERATED LOGARITHM RESULT FOR MARTINGALES AND ITS APPLICATION IN ESTIMATION THEORY FOR AUTOREGRESSIVE PROCESSES [J].
HEYDE, CC .
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[4]  
Heyde CC., 1973, ANN PROBAB, V1, P428, DOI [10.1214/aop/1176996937, DOI 10.1214/AOP/1176996937]
[5]  
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