Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models
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.
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