Limit Theorems For Nonlinear Cointegrating Regression ebook
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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.Limit Theorems For Nonlinear Cointegrating Regression is written by Qiying Wang and published by World Scientific. ISBNs for Limit Theorems For Nonlinear Cointegrating Regression are 9789814675642, 9814675644 and the print ISBNs are 9789814675628, 9814675628.
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