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Weighted Empirical Processes in Dynamic Nonlinear Models

Weighted Empirical Processes in Dynamic Nonlinear Models

Hira L. Koul

65,55 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2002
Materia
Medicina: cuestiones generales
ISBN:
9780387954769
65,55 €
IVA incluido
Disponible

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Sobre IBD

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.

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