An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q5272947): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 20:39, 8 February 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)
0 references
5 July 2017
0 references
martingale limit theorem
0 references
normal distributions
0 references
nonlinear co-integrating regression model
0 references