A note on the asymptotics of a stochastic vector difference equation (Q4299495)
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scientific article; zbMATH DE number 600088
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on the asymptotics of a stochastic vector difference equation |
scientific article; zbMATH DE number 600088 |
Statements
A note on the asymptotics of a stochastic vector difference equation (English)
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22 August 1994
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necessary condition
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asymptotic normality
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maximum likelihood estimator
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stationary stochastic vector difference equation
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error variance matrix
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0.9406941
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0.93335927
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0.92251945
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0.91740316
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0.91503584
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