Pastāsti draugiem par šo preci:
Limit Theorems for Nonlinear Cointegrating Regression - Nonlinear Time Series and Chaos Wang, Qiying (The University of Sydney, Australia)
Pasūtīts no attālās noliktavas
Ziemassvētku dāvanas var atgriezt līdz 31. janvārim
Mūsu klienti saka:
Limit Theorems for Nonlinear Cointegrating Regression - Nonlinear Time Series and Chaos
Wang, Qiying (The University of Sydney, Australia)
This book provides the limit theorems that can be used in the development of nonlinear cointegrating regression.
Marc Notes: Includes bibliographical references and index. Jacket Description/Flap: 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 contegrating 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.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2015. gada 25. augusts |
| ISBN13 | 9789814675628 |
| Izdevēji | World Scientific Publishing Co Pte Ltd |
| Lapas | 272 |
| Izmēri | 161 × 238 × 19 mm · 526 g |
![Cover for Dash, Jan W (J Dash Consultants, LLC, USA) · Quantitative Finance, Climate Change, and Risk Management: a Physicist's Approach (Hardcover Book) [Third edition] (2027)](https://imusic.b-cdn.net/images/item/original/358/9789819821358.jpg?dash-jan-w-j-dash-consultants-llc-usa-2027-quantitative-finance-climate-change-and-risk-management-a-physicist-s-approach-hardcover-book&class=scaled&v=1779094136)
