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A note on the asymptotics of a stochastic vector difference equation |
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| Authors: | BOSWIJK, H. PETER NEUDECKER, HEINZ SHUANGZHE, LIU |
| Affiliation: | Department of Actuarial Science and Econometrics, University of Amsterdam Roetersstraat 11, NL-1018 WB Amsterdam, The Netherlands |
| Abstract: | |
| Keywords: | Asymptotics Maximum likelihood estimator Stochastic vector difference equation |
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