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Home Academics Nonlinear Science, Chaos and Dynamical Systems 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)
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Limit Theorems for Nonlinear Cointegrating Regression: 5 (Nonlinear Time Series & Chaos)

by Wang and Qiying
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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
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