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 inves...

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Bibliographische Detailangaben
1. Verfasser: Wang, Qiying (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Publishing Co. Pte Ltd. © 2015
Schriftenreihe:Nonlinear time series and chaos vol. 5
Schlagworte:
Online-Zugang:FHN01
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Zusammenfassung:"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."--
Beschreibung:Title from PDF file title page (viewed September 4, 2015)
Beschreibung:1 online resource (x, 261 p.) col. ill
ISBN:9789814675635
9814675636

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