|
|||||
|
|
LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance |
|
| Authors: | Hui Zhou Jie Li |
| Affiliation: | 1. College of Economics, Hangzhou Dianzi University, Hangzhou, China;2. School of Mathematics and Statistics, Zhejiang University of Finance and Economics, Hangzhou, China |
| Abstract: | |
| Keywords: | Adjusted range of partial sums AR(1) model Law of the iterated logarithm Strong approximation. |