Gewichtete empirische Prozesse in dynamischen linearen Modellen, Taschenbuch von Koul, Hir...
81,29 €
Weighted Empirical Processes in Dynamic Linear Models, Paperback by Koul, Hira L., ISBN 0387954767, ISBN-13 9780387954769, Like New Used, Free P&P in the UK 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.
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