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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    View other formats and editions of Limit Theorems For Nonlinear Cointegrating by Qiying Wang

    Publisher: World Scientific Publishing Co Pte Ltd
    Publication Date: 25/08/2015
    ISBN13: 9789814675628, 978-9814675628
    ISBN10: 9814675628
    Also in:
    Applied mathematics Probability and statistics

    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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