Limit Theorems For Nonlinear Cointegrating Regression

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Last edited by ImportBot
August 4, 2020 | History

Limit Theorems For Nonlinear Cointegrating Regression

First edition
  • 1 Currently reading

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.

Publish Date
Publisher
WPSC, WSPC
Language
English
Pages
276

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Edition Availability
Cover of: Limit Theorems For Nonlinear Cointegrating Regression
Limit Theorems For Nonlinear Cointegrating Regression
July 3, 2015, WPSC, WSPC
Paperback; Hardcover in English - First edition
Cover of: Limit Theorems for Nonlinear Cointegrating Regression
Limit Theorems for Nonlinear Cointegrating Regression
2015, World Scientific Publishing Co Pte Ltd
in English

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Book Details


Edition Notes

Includes bibliographical references and index.

Published in
Singapore, Hong Kong
Series
Nonlinear time series and chaos ; vol. 5
Copyright Date
©2015

Classifications

Dewey Decimal Class
519.5/36
Library of Congress
QA273.67 .W36 2015, QA273.67.W36 2015

The Physical Object

Format
Paperback; Hardcover
Pagination
x, 261 pages ; 24 cm.
Number of pages
276
Weight
1 pounds

ID Numbers

Open Library
OL28373856M
ISBN 10
9814675628
ISBN 13
9789814675628
LCCN
2015017266
OCLC/WorldCat
927719734

Links outside Open Library

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History

Download catalog record: RDF / JSON
August 4, 2020 Edited by ImportBot import existing book
July 25, 2020 Edited by Kaustubh Chakraborty Added new book
July 25, 2020 Created by Kaustubh Chakraborty Added new book.