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Anglický jazyk
Weighted Empirical Processes in Dynamic Nonlinear Models
Autor: Hira L. Koul
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... Viac o knihe
Na objednávku
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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.
- Vydavateľstvo: Springer
- Rok vydania: 2002
- Formát: Paperback
- Rozmer: 235 x 155 mm
- Jazyk: Anglický jazyk
- ISBN: 9780387954769
