An iterated logarithm result for autocorrelations of a stationary linear process

DOI10.1214/AOP/1176996714zbMATH Open0283.62084OpenAlexW4255625195MaRDI QIDQ1844526FDOQ1844526

Christopher C. Heyde

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996714

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

Cited In (2)

• Efficient and adaptive post-model-selection estimators
• On the central limit theorem and iterated logarithm law for stationary processes

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