Limit theorems for nonlinear cointegrating regression (Q3449906)
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scientific article; zbMATH DE number 6502470
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| English | Limit theorems for nonlinear cointegrating regression |
scientific article; zbMATH DE number 6502470 |
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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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0.7705127596855164
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0.7645177841186523
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0.756608247756958
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0.7538449764251709
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