000			01369cam a2200265 a 4500
001			137924
003			ISI Library, Kolkata
005			20170913150059.0
008			941012s1994 enka b 001 0 eng d
020			_a9780198774037
040			_aISI Library
082	0	4	_a330.0151 _223 _bD252
100	1		_aDavidson, James, _eauthor
245	1	0	_aStochastic limit theory : _ban introduction for econometricians / _cJames Davidson.
260			_aOxford ; _bOxford University Press, _c2002.
300			_axxii, 539 pages : _billustrations ; _c25 cm.
490	0		_aAdvanced texts in econometrics
504			_aIncludes bibliographical references and index.
505	0		_aPart I: Mathematics -- Part II: Probability -- Part III: Theory of stochastic processes -- Part IV: The law of large numbers -- Part V: The central limit theorem -- Part VI: The functional central limit theorem.
520			_aA handbook and reference for academic econometricians and advanced graduate students, this title provides a coherent account of recent contributions to limit theory, with particular emphasis on the issues of date dependence and heterogeneity. It also provides a grounding in the requisite mathematics and probability theory.
650		0	_aEconometrics.
650		0	_aLimit theorems (Probability theory)
650		0	_aStochastic processes.
942			_2ddc _cBK
999			_c423868 _d423868