Almost Sure Central Limit Theorem for Error Variance Estimator in Pth-Order Nonlinear Autoregressive Processes
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DOI: 10.3390/math12101482
Abstract: In this paper, under some suitable assumptions, using the Taylor expansion, Borel–Cantelli lemma and the almost sure central limit theorem for independent random variables, the almost sure central limit theorem for error variance estimator in… read more here.
Keywords: almost sure; central limit; autoregressive processes; sure central ... See more keywords