ABSTRACT
To describe the asyrl~ptotic distributions of the estimators we introduce the vector Browrlian motion process. Let V , , V % , . . . be independently identically distributed with £Vt = 0 ; EVtVi = E. Fhr 0 <: ,U < 1 consitler
(The sequence {T-;V~) converges weakly to {V(u)).) If C = I, we term V ( u , ) the standard Browuiarl motion. For more detail see Johimsen (1995), Appcndix I3.7, for cxample.
