A note on the asymptotics of a stochastic vector difference equation

Mathematics

• Difference Equation 100%
• Asymptotics 100%
• Stochastic Vector 100%
• Maximum Likelihood Estimator 50%
• Necessary Condition 50%
• Variance Matrix 50%
• Asymptotic Normality 50%
• Error Variance 50%
• Positive Definite 50%

Keyphrases

• Difference Equations 100%
• Vector Differences 100%
• Stochastic Vector 100%
• Maximum Likelihood Estimator 50%
• Error Variance 50%
• Variance Matrix 50%
• Asymptotic Normality 50%
• Positive Definite 50%