Limit theorems for nonlinear cointegrating regression / Qiying Wang.
Material type:
TextSeries: Nonlinear time series and chaos ; v 5.Publication details: Singapore : World Scientific, ©2015.Description: x, 261 p. ; 24 cmISBN: - 9789814675628
- 000SA.064 23 W246
| 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 |
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| 000SA.062 W516 Linear mixed models : | 000SA.062 Y42 Vector generalized linear and additive models : | 000SA.063 H641 Practical guide to logistic regression / | 000SA.064 W246 Limit theorems for nonlinear cointegrating regression / | 000SA.064 W426 Applied linear regression / | 000SA.06=4 D567 Sur la determinination des lignes de regression modales de frequences asymetriques | 000SA.06=49 Y94 Proceedings of the 7th conference |
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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