Knihobot
Kniha momentálne nie je na sklade

Weighted empirical processes in dynamic nonlinear models

Autori

Viac o knihe

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.

Parametre

ISBN
9780387954769
Vydavateľstvo
Springer

Kategórie

Variant knihy

2002

Nákup knihy

Kniha momentálne nie je na sklade.