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.

שנה

2015

שפה

English

סדרה

Nonlinear time series and chaos ; vol. 5

הוצאה

WPSC

מהדורות

2

עמודים

276

ISBN

9789814675628

מקור הנתונים: Wikidata