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Limit Theorems for Nonlinear Cointegrating Regression (Hardcover) (Qiying Wang)
About this item
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.
Number of Pages: 261
Genre: Science, Mathematics, Business + Money Management
Sub-Genre: Econometrics, Chaotic Behavior in Systems
Series Title: Nonlinear Time Series and Chaos (NTSC)
Publisher: World Scientific Pub Co Inc
Author: Qiying Wang
Street Date: October 31, 2015
Item Number (DPCI): 248-00-6096
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