Limit Theorems For Nonlinear Cointegrating Regression
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A Mixture of Normal Distributions
A01=Qiying Wang
Author_Qiying Wang
Category=PBT
Category=PBW
Cointegration
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Limit Theorem
Local Time
Martingale
Nonlinear Regression
Nonparametric Estimation
Nonparametric Inference
Stochastic Integral
Uniform Approximation
Weak Convergence
Product details
- ISBN 9789814675628
- Publication Date: 25 Aug 2015
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
