𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on the Asymptotics of a Stochastic Vector Difference Equation

✍ Scribed by H. Peter Boswijk, Heinz Neudecker and Liu Shuangzhe


Book ID
124299795
Publisher
Oxford University Press
Year
1994
Tongue
English
Weight
234 KB
Volume
81
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Asymptotic Normality for a Vector Stocha
✍ Yunmin Zhu πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 651 KB

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 Γ„ n 0, a n is a positive real step size sequence with a n Γ„ n 0, n=1 a n = , and a &1 n+1 &a &1 n Γ„ n \* 0, u n is an infinite-term moving average p

On a Stochastic Difference Equation
✍ Wim Vervaat πŸ“‚ Article πŸ“… 1977 πŸ› Applied Probability Trust 🌐 English βš– 322 KB