An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes
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Publication:5674188
DOI10.2307/3212502zbMath0258.60039MaRDI QIDQ5674188
Publication date: 1973
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212502
62M20: Inference from stochastic processes and prediction
62F15: Bayesian inference
60G25: Prediction theory (aspects of stochastic processes)
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