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Limit theorems for nonlinear cointegrating regression / Qiying Wang.

By: Material type: TextTextSeries: Nonlinear time series and chaos ; v 5.Publication details: Singapore : World Scientific, ©2015.Description: x, 261 p. ; 24 cmISBN:
  • 9789814675628
Subject(s): DDC classification:
  • 000SA.064 23 W246
Contents:
1. Introduction -- 2. Convergence to a local time -- 3. Convergence to a mixture of normal distributions -- 4. Convergence to stochastic integrals -- 5. Nonlinear cointegrating regression -- Appendices.
Summary: This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.064 W246 (Browse shelf(Opens below)) Available 137200
Total holds: 0

Includes bibliographical references and index.

1. Introduction --
2. Convergence to a local time --
3. Convergence to a mixture of normal distributions --
4. Convergence to stochastic integrals --
5. Nonlinear cointegrating regression --
Appendices.

This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression.

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