Description

Book Synopsis
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.

Table of Contents
Convergence to a Local Time Process; Convergence to a Mixture of Normal Distributions; Convergence to Stochastic Integrals; Nonlinear Cointegrating Regression;

Limit Theorems For Nonlinear Cointegrating

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    A Hardback by Qiying Wang

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 25/08/2015
      ISBN13: 9789814675628, 978-9814675628
      ISBN10: 9814675628

      Description

      Book Synopsis
      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.

      Table of Contents
      Convergence to a Local Time Process; Convergence to a Mixture of Normal Distributions; Convergence to Stochastic Integrals; Nonlinear Cointegrating Regression;

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