Showing 1 - 1 of 1
In this paper, we study the asymptotic distribution of a recursively defined stochastic process where are d-dimensional random vectors, b, d -- d and [sigma]: d -- d x r are locally Lipshitz continuous functions, {[var epsilon]n} are r-dimensional martingale differences, and {an} is a sequence...
Persistent link: https://www.econbiz.de/10008873144