Weighted Empirical Processes in Dynamic Nonlinear Models
Download or Read eBook Weighted Empirical Processes in Dynamic Nonlinear Models PDF written by Hira L. Koul and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 444 pages. Available in PDF, EPUB and Kindle.
| Author | : Hira L. Koul |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 444 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9781461300557 |
| ISBN-13 | : 146130055X |
| Rating | : 4/5 (57 Downloads) |
Book Synopsis Weighted Empirical Processes in Dynamic Nonlinear Models by : Hira L. Koul
Book excerpt: 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.
