An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947): Difference between revisions
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scientific article; zbMATH DE number 6739843
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English | An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model |
scientific article; zbMATH DE number 6739843 |
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An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (English)
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5 July 2017
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martingale limit theorem
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normal distributions
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nonlinear co-integrating regression model
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