Weighted empirical processes in dynamic nonlinear models /

This book presents a unified approach for obtaining the limiting distributions of minimum distance, M and R estimators corresponding to non-smooth underlying scores in a large class of dynamic non-linear models including ARCH models. It also discusses classes of goodness-of-t tests for fitting an er...

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Bibliographic Details

Main Author:	Koul, H. L. (Hira L.)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York : Springer, [2002]
Edition:	2nd ed.
Series:	Lecture notes in statistics (Springer-Verlag) ; v. 166.
Subjects:	Sampling (Statistics) Linear models (Statistics) Regression analysis. Autoregression (Statistics) Electronic books.
Online Access:	Connect to the full text of this electronic book