Limit theorems for nonlinear cointegrating regression /

"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 inves...

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Bibliographic Details
Main Authors: Wang, Qiying (Author)
Corporate Authors: World Scientific (Firm)
Published: World Scientific Publishing Co. Pte Ltd.,
Publisher Address: Singapore :
Publication Dates: 2015.
Literature type: eBook
Language: English
Series: Nonlinear time series and chaos ; vol. 5
Subjects:
Online Access: http://www.worldscientific.com/worldscibooks/10.1142/9586#t=toc
Summary: "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."--
Item Description: Title from PDF file title page (viewed September 4, 2015).
Carrier Form: 1 online resource (x, 261 pages) : color illustrations.
Bibliography: Includes bibliographical references (pages 245-255) and index.
ISBN: 9789814675635 (ebook)
9814675636 (ebook)
Index Number: QA273
CLC: O211.4
Contents: Convergence to a local time process -- Convergence to a mixture of normal distributions -- Convergence to stochastic integrals -- Nonlinear cointegrating regression.