An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947): Difference between revisions
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Revision as of 19:35, 5 March 2024
scientific article; zbMATH DE number 6739843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model |
scientific article; zbMATH DE number 6739843 |
Statements
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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