0

Limit Theorems For Nonlinear Cointegrating Regression

eBook

Erschienen am 03.07.2015, Auflage: 1/2015
CHF 87,00
(inkl. MwSt.)

Nicht mehr lieferbar

E-Book Download
Bibliografische Daten
ISBN/EAN: 9789814675642
Sprache: Englisch
Umfang: 272 S.
E-Book
Format: PDF
DRM: Nicht vorhanden

Beschreibung

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.

Informationen zu E-Books

Individuelle Erläuterung zu E-Books