Weighted empirical processes in dynamic nonlinear models

Autor*innen

• Hira L. Koul

Parameter

• Mathematik

Mehr zum Buch

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.

• Sprache: Englisch
• Erscheinungsdatum: 2002