Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process (Q5265844)

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scientific article; zbMATH DE number 6467442
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Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process
scientific article; zbMATH DE number 6467442

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    Precise Asymptotics in Complete Moment Convergence of Parameter Estimator in the Gaussian Autoregressive Process (English)
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    29 July 2015
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    complete moment convergence
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    Gaussian autoregressive process
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    parameter estimator
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    convergence rate
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    law of iterated logarithm
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