Major Project of National Social Science Fund [122D223]; Program of Introducing Talents of Discipline to UniversitiesMinistry of Education, China - 111 Project [B07042]; NSFNational Science Foundation (NSF) [IIP 1160960]; NNS [IIP 1332024]
机构署名:
本校为第一且通讯机构
院系归属:
计算机学院
国家数字化学习工程技术研究中心
摘要:
This paper mainly discusses some dynamics asymptotic properties of autoregressive processes. By using the m-dependence of random variables, we prove the least squares (LS) estimator of the unknown parameters satisfies the law of iterated logarit...