Weighted Empirical Processes in Dynamic Nonlinear Models

Released on by Hira L. Koul
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  • Weighted Empirical Processes in Dynamic Nonlinear Models Book Detail

  • Author : Hira L. Koul
  • Release Date : 2012-12-06
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 444
  • ISBN 13 : 146130055X
  • File Size : 81,81 MB
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Weighted Empirical Processes in Dynamic Nonlinear Models by Hira L. Koul PDF Summary

Book Description: 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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