你好! Tracked shipping to Taiwan with premium packaging for just NT$300 

Ship to
Taiwan
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Stochastic Limit Theory: An Introduction for Econometricicans: An Introduction for Econometricians (Advanced Texts in Econometrics)
Type
Physical Book
Publisher
Author
Year
1994
Language
English
Pages
564
Format
Paperback
ISBN
0198774036
ISBN13
9780198774037
Edition No.
1
Categories

Stochastic Limit Theory: An Introduction for Econometricicans: An Introduction for Econometricians (Advanced Texts in Econometrics)

Arnold I. Davidson; James Davidson (Author) · Oxford University Press · Paperback

Stochastic Limit Theory: An Introduction for Econometricicans: An Introduction for Econometricians (Advanced Texts in Econometrics) - Arnold I. Davidson; James Davidson

New Book Imported to Taiwan
Delivery: 24 Aug - 02 Sep Shipping: 5 to 6 business days.
NT$ 4,563
NT$ 4,563

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Stochastic Limit Theory: An Introduction for Econometricicans: An Introduction for Econometricians (Advanced Texts in Econometrics) "

This is a survey of the recent developments in the rapidly expanding field of asymptotic distribution theory, with a special emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians, including a number of important new results. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Paperback.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews