This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers.
1133771982
LIMIT THEOREMS FOR NONLINEAR COINTEGRATING REGRESSION
This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression. The topics include weak convergence to a local time process, weak convergence to a mixture of normal distributions and weak convergence to stochastic integrals. This book also investigates estimation and inference theory in nonlinear cointegrating regression.The core context of this book comes from the author and his collaborator's current researches in past years, which is wide enough to cover the knowledge bases in nonlinear cointegrating regression. It may be used as a main reference book for future researchers.
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LIMIT THEOREMS FOR NONLINEAR COINTEGRATING REGRESSION
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LIMIT THEOREMS FOR NONLINEAR COINTEGRATING REGRESSION
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Product Details
| ISBN-13: | 9789814675642 |
|---|---|
| Publisher: | World Scientific Publishing Company, Incorporated |
| Publication date: | 07/03/2015 |
| Series: | NONLINEAR TIME SERIES AND CHAOS , #5 |
| Sold by: | Barnes & Noble |
| Format: | eBook |
| Pages: | 272 |
| File size: | 26 MB |
| Note: | This product may take a few minutes to download. |
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