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Weighted Empirical Processes in Dynamic Nonlinear Models - Lecture Notes in Statistics Hira L. Koul 2nd ed. 2002 edition
Weighted Empirical Processes in Dynamic Nonlinear Models - Lecture Notes in Statistics
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 without assuming the knowledge of the error distribution.
425 pages, 1 black & white illustrations, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | June 13, 2002 |
| ISBN13 | 9780387954769 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 425 |
| Dimensions | 234 × 156 × 30 mm · 621 g |
| Language | English |