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Law of the Iterated Logarithm for Unstable Gaussian Autoregressive Models |
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| Authors: | Koval' V. A. |
| Affiliation: | (1) Kiev Polytechnic Institute, Kiev |
| Abstract: | We investigate the asymptotic properties of one-dimensional Gaussian autoregressive processes of the second order. We prove the law of the iterated logarithm in the case of an unstable autoregressive model. |
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