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