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1 produkter

1. 

   LIMIT THEOREMS FOR NONLINEAR COINTEGRATING REGRESSION

   Av Qiying Wang

   Inbunden, 2015

   1612 kr

   Lägg i varukorg

   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 …