Limit Theorems for Nonlinear Cointegrating Regression: 5 (Nonlinear Time Series & Chaos)

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Limit Theorems for Nonlinear Cointegrating Regression: 5 (Nonlinear Time Series & Chaos)

Name: Limit Theorems for Nonlinear Cointegrating Regression: 5 (Nonlinear Time Series & Chaos)
Availability: in stock
Rating: 4.4 (42 reviews)
Author: Wang and Qiying
ISBN: 9789814675628

by Wang and Qiying

4.4

4.4 out of 5

Creators

Author Wang and Qiying

Publisher World Scientific Publishing Company

Synopsis 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.

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Binding: Hardcover

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Specifications

Language: English
Publisher: World Scientific Publishing Company
Pages: 272 pages
Binding: Hardcover

ISBN: 9789814675628
Category: Nonlinear Science, Chaos and Dynamical Systems
Related Category: Academics