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A NOTE ON ASYMPTOTIC POSTERIOR NORMALITY FOR STOCHASTIC PROCESSES

โœ Scribed by ADEKOLA, O.A.


Book ID
115210675
Publisher
Wiley (Blackwell Publishing)
Year
1991
Tongue
English
Weight
197 KB
Volume
33
Category
Article
ISSN
0004-9581

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In this paper, we consider an asymptotic normality problem for a vector stochastic difference equation of the form where B is a stable matrix, and E n ร„ n 0, a n is a positive real step size sequence with a n ร„ n 0, n=1 a n = , and a &1 n+1 &a &1 n ร„ n \* 0, u n is an infinite-term moving average p