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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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Bibliographic Details
Date:	2001
Main Authors:	Koval, V. A., Коваль, В. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 2001
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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