Limit Theorems for Nonlinear Cointegrating Regression - download pdf or read online

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By Qiying Wang

ISBN-10: 9814675628

ISBN-13: 9789814675628

This ebook offers the restrict theorems that may be utilized in the advance of nonlinear cointegrating regression. the subjects comprise vulnerable convergence to a neighborhood time procedure, vulnerable convergence to a mix of basic distributions and susceptible convergence to stochastic integrals. This booklet additionally investigates estimation and inference conception in nonlinear cointegrating regression.

The center context of this e-book comes from the writer and his collaborator's present researches in earlier years, that's huge sufficient to hide the data bases in nonlinear cointegrating regression. it can be used as a prime reference publication for destiny researchers.

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Limit Theorems for Nonlinear Cointegrating Regression (Nonlinear Time Series and Chaos) by Qiying Wang


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