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Limit Theorems For Nonlinear Cointegrating Regression - Nonlinear Time Series & Chaos Wang, Qiying (The Univ Of Sydney, Australia)
Limit Theorems For Nonlinear Cointegrating Regression - Nonlinear Time Series & Chaos
Wang, Qiying (The Univ Of Sydney, Australia)
This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression.
Marc Notes: Includes bibliographical references and index. Jacket Description/Flap: 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 contegrating 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.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 25 de agosto de 2015 |
| ISBN13 | 9789814675628 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 272 |
| Dimensiones | 161 × 238 × 19 mm · 526 g |