LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance

  • Hui Zhou, Jie Li, Ke-Ang Fu
  • Communication in Statistics- Theory and Methods, July 2014, Taylor & Francis
  • DOI: 10.1080/03610926.2012.705943

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http://dx.doi.org/10.1080/03610926.2012.705943