LUO Xu. THE CONVERGENCE RATE OF STRONG CONSISTENCY OF THE SAMPLE AUTOCOVARIANCE ESTIMATION OF TWOPARAMETER LINEAR STATIONARY PROCESSJ. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 343-349.
Citation: LUO Xu. THE CONVERGENCE RATE OF STRONG CONSISTENCY OF THE SAMPLE AUTOCOVARIANCE ESTIMATION OF TWOPARAMETER LINEAR STATIONARY PROCESSJ. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 343-349.
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THE CONVERGENCE RATE OF STRONG CONSISTENCY OF THE SAMPLE AUTOCOVARIANCE ESTIMATION OF TWOPARAMETER LINEAR STATIONARY PROCESS

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  • As （m1,m2）→∞, the paper is to give strong consistency and its convergence rate of the sample autocovariance estimation of two-parameter linear stationary process. At the same time, strong consistency rate of Y-W estimation of two-parameter AR process is also given.
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