发表于2024-11-09
Weighted Empirical Processes in Dynamic Nonlinear Models 2024 pdf epub mobi 电子书
图书标签: WEIGHTED SECOND PROCESSES NONLINEAR MODELS, IN EMPIRICAL EDITION
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.
Weighted Empirical Processes in Dynamic Nonlinear Models 2024 pdf epub mobi 电子书