Limit Theorems for Nonlinear Cointegrating Regression (Q3449906)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for Nonlinear Cointegrating Regression |
scientific article |
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Limit Theorems for Nonlinear Cointegrating Regression (English)
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30 October 2015
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nonlinear cointegrating regression
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martingales
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limit theorems
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local time
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mixture of normal distributions
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stochastic integrals
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Nadaraya-Watson estimator
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parametric estimation
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