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LIMIT THEOREMS FOR NONLINEAR COINTEGRATING REGRESSION

247,48 
247,48 
2025-07-31 247.4800 InStock
Nemokamas pristatymas į paštomatus per 18-22 darbo dienų užsakymams nuo 19,00 

Knygos aprašymas

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 cointegrating 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.

Informacija

Autorius: Qiying Wang
Leidėjas: World Scientific
Išleidimo metai: 2015
Knygos puslapių skaičius: 272
ISBN-10: 9814675628
ISBN-13: 9789814675628
Formatas: Knyga kietu viršeliu
Kalba: Anglų
Žanras: Chaos theory

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