Iterated logarithm law for sample generalized partial autocorrelations

DOI10.1016/S0167-7152(97)00130-2zbMath0904.60023MaRDI QIDQ1380590

D. Massart

Publication date: 18 January 1999

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

strong consistency; ARMA; ergodic weakly stationary process; generalized partial autocorrelation

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

60F15: Strong limit theorems

Cites Work

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