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On Hartman's law of iterated logarithm for explosive Gaussian autoregressive processes
Autoregressive Gaussian process law of iterated logarithm maximum likelihood estimation
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2009/9/21
A law of iterated logarithm is established lot the maximum
likelihood estimator of the unknown parameter of the explosive
Gaussian autoregressive process. Outside the Gaussian case, we show
that th...
Law of iterated logarithm for subsequences of partial sums which are in domain of partial attraction of a semistable law
Law of iterated logarithm subsequences domain of partial attraction semistable law
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2009/9/21
Let (X,, n 2 1) be a sequence of independent identically
distributed random variables with a common distribution function
F and let S,, = xy=,Xj, n 2 1. When F belongs to the domain of
partial attr...