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Author:
Wang, Qiying, author.
Title:
Limit theorems for nonlinear cointegrating regression / Qiying Wang, The University of Sydney, Australia.
Publisher:
World Scientific,
Copyright Date:
2015
Description:
x, 261 pages ; 24 cm.
Subject:
Limit theorems (Probability theory)
Nonlinear systems.
Notes:
Includes bibliographical references (pages 245-255) and index.
Contents:
Introduction -- Convergence to a local time -- Convergence to a mixture of normal distributions -- Convergence to stochastic integrals -- Nonlinear cointegrating regression.
Series:
Nonlinear time series and chaos ; vol. 5
ISBN:
9814675628
9789814675628
OCLC:
(OCoLC)907885357
LCCN:
2015017266
Locations:
USUX851 -- Iowa State University - Parks Library (Ames)

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