自回归模型的Chover型重对数律

摘要

By the tail property of stable distribution, the paper discusses the strong law for an unstable second-order autoregressive models when the“white noise”is stable distribution. The integral test is obtained, and the Chover′s type law of the iterated logarithm is reduced, which extends some corresponding results.%　　利用稳定分布尾概率性质，研究了在扰动为稳定分布的条件下的二阶非稳定回归模型的强收敛性，得到了积分检验的结果，并由此推出了Chover型重对数律，推广了相关文献的结果。