An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model

被引：0
作者：
Wang, Qiying [1 ]
机构：
[1] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
来源：
ASYMPTOTIC LAWS AND METHODS IN STOCHASTICS | 2015年
关键词：
NONPARAMETRIC COINTEGRATING REGRESSION; ASYMPTOTIC THEORY; TIME-SERIES; AUTOREGRESSION;
D O I：
10.1007/978-1-4939-3076-0_10
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
引用
收藏
页码：167 / 176
页数：10
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