scientific article; zbMATH DE number 3848317

MaRDI QIDQ3317820zbMATH OpenFDO

Authors Ryozo Yokoyama

Publication date 1983

zbMATH Keywords

law of the iterated logarithmmartingale differencesstationary linear processes

Mathematics Subject Classification ID

Strong limit theorems (60F15) Martingales with discrete parameter (60G42) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(11)

• Iterated logarithm law for sample generalized partial autocorrelations
• On the central limit theorem and law of the iterated logarithm for stationary processes with applications to linear processes
• Strong law for linear processes
• Central limit theorems for moving average processes
• Law of the iterated logarithm for stationary processes
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• Strong approximation and the law of the iterated logarithm for linear processes
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