- Start
- Weighted Empirical Processes in Dynamic Nonlinear Models
Weighted Empirical Processes in Dynamic Nonlinear Models
Angebote / Angebote:
This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
Folgt in ca. 5 Arbeitstagen