Asymptotic Normality for a Vector Stocha
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Yunmin Zhu
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Article
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1996
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Elsevier Science
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English
β 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