Weighted Empirical Processes in Dynamic Nonlinear Models (2nd ed. 2002) (Lecture Notes in Statistics #166)
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- Synopsis
- This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
- Copyright:
- 2002
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781461300557
- Related ISBNs:
- 9780387954769
- Publisher:
- Springer New York
- Date of Addition:
- 12/24/20
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.