An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
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Publication:5674188
DOI10.2307/3212502zbMath0258.60039OpenAlexW4232422903MaRDI QIDQ5674188
Publication date: 1973
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212502
Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Prediction theory (aspects of stochastic processes) (60G25)
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