Limit Theorems for Nonlinear Cointegrating Regression (Nonlinear Time Series and Chaos) (Nonlinear Time Series and Chaos (NTSC))

 
9789814675628: Limit Theorems for Nonlinear Cointegrating Regression (Nonlinear Time Series and Chaos) (Nonlinear Time Series and Chaos (NTSC))

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.

Readership: Graduate students and researchers interested in nonlinear cointegrating regression.

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Book Description World Scientific Publishing Co Pte Ltd, Singapore, 2015. Hardback. Book Condition: New. Language: English . Brand New Book. 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. Bookseller Inventory # AAZ9789814675628

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Book Description World Scientific Publishing Co Pte Ltd, Singapore, 2015. Hardback. Book Condition: New. Language: English . Brand New Book. 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. Bookseller Inventory # AAZ9789814675628

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