scientific article; zbMATH DE number 95109

MaRDI QIDQ4021272zbMATHFDO

Authors Yunmin Zhu

Publication date 16 January 1993

zbMATH Keywords

asymptotic normalityvector stochastic difference equation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20) Stochastic analysis (60H99)

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Cited in

(2)

• A note on the asymptotics of a stochastic vector difference equation
• Local asymptotic normality for linear homogeneous difference equations with non-Gaussian noise

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