By Qiying Wang
This publication presents the restrict theorems that may be utilized in the improvement of nonlinear cointegrating regression. the subjects contain susceptible convergence to an area time approach, susceptible convergence to a mix of basic distributions and susceptible convergence to stochastic integrals. This ebook additionally investigates estimation and inference concept in nonlinear cointegrating regression.
The middle context of this ebook comes from the writer and his collaborator's present researches in earlier years, that's extensive sufficient to hide the data bases in nonlinear cointegrating regression. it can be used as a major reference publication for destiny researchers.
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Extra resources for Limit Theorems for Nonlinear Cointegrating Regression (Nonlinear Time Series and Chaos)
Limit Theorems for Nonlinear Cointegrating Regression (Nonlinear Time Series and Chaos) by Qiying Wang