A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
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Publication:1164316
DOI10.1214/aop/1176993860zbMath0485.60031OpenAlexW2030222213MaRDI QIDQ1164316
Publication date: 1982
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993860
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Strong limit theorems (60F15) Signal detection and filtering (aspects of stochastic processes) (60G35)
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