自回归模型的Chover型重对数律
자회귀모형적Chover형중대수률
Chover′s law of the iterated logarithm for autoregressive models
  • 万方数据
    纯粹数学与应用数学 순수수학여응용수학
    PURE AND APPLIED MATHEMATICS
    2013年 1期 19-24 ,共6页

    李炜%柳向东

    리위%류향동

    自回归模型%重对数律 自迴歸模型%重對數律
    자회귀모형%중대수률
    autoregressive models%law of the iterated logarithm
    利用稳定分布尾概率性质,研究了在扰动为稳定分布的条件下的二阶非稳定回归模型的强收敛性,得到了积分检验的结果,并由此推出了Chover型重对数律,推广了相关文献的结果.
    이용은정분포미개솔성질,연구료재우동위은정분포적조건하적이계비은정회귀모형적강수렴성,득도료적분검험적결과,병유차추출료Chover형중대수률,추엄료상관문헌적결과.
    By the tail property of stable distribution, the paper discusses the strong law for an unstable second-order autoregressive models when the“white noise”is stable distribution. The integral test is obtained, and the Chover′s type law of the iterated logarithm is reduced, which extends some corresponding results.
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