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LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance |
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| Authors: | Hui Zhou Jie Li |
| Institution: | 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 |