Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models
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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| Date: | 2001 |
|---|---|
| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2001
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4264 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| _version_ | 1865791382461874176 |
|---|---|
| author | Koval, V. A. Коваль, В. А. Коваль, В. А. |
| author_facet | Koval, V. A. Коваль, В. А. Коваль, В. А. |
| author_institution_txt_mv | [
{
"author": "В. А. Коваль",
"institution": null
}
] |
| author_sort | Koval, V. A. |
| baseUrl_str | https://umj.imath.kiev.ua/index.php/umj/oai |
| collection | OJS |
| datestamp_date | 2020-03-18T20:25:15Z |
| description | 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. |
| first_indexed | 2026-03-24T02:56:17Z |
| format | Article |
| fulltext |
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| id | umjimathkievua-article-4264 |
| institution | Ukrains’kyi Matematychnyi Zhurnal |
| keywords_txt_mv | keywords |
| language | rus English |
| last_indexed | 2026-03-24T02:56:17Z |
| publishDate | 2001 |
| publisher | Institute of Mathematics, NAS of Ukraine |
| record_format | ojs |
| resource_txt_mv | umjimathkievua/e6/29889ba9bbb3cb5c9ad8162624a755e6.pdf |
| spelling | umjimathkievua-article-42642020-03-18T20:25:15Z Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models Закон повторного логарифма для неустойчивых гауссовских моделей авторегрессии Koval, V. A. Коваль, В. А. Коваль, В. А. 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. Досліджуються асимптотичні властивості одновимірних гауссівських процесів авторегресії другого порядку. У випадку нестійкої моделі авторегресії доведено закон повторного логарифма. Institute of Mathematics, NAS of Ukraine 2001-03-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4264 Ukrains’kyi Matematychnyi Zhurnal; Vol. 53 No. 3 (2001); 428-432 Український математичний журнал; Том 53 № 3 (2001); 428-432 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4264/5232 https://umj.imath.kiev.ua/index.php/umj/article/view/4264/5233 Copyright (c) 2001 Koval V. A. |
| spellingShingle | Koval, V. A. Коваль, В. А. Коваль, В. А. Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
| title | Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
| title_alt | Закон повторного логарифма для неустойчивых гауссовских моделей авторегрессии |
| title_full | Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
| title_fullStr | Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
| title_full_unstemmed | Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
| title_short | Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
| title_sort | law of the iterated logarithm for unstable gaussian autoregressive models |
| url | https://umj.imath.kiev.ua/index.php/umj/article/view/4264 |
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