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Weighted empirical processes in dynamic nonlinear models

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Cover of 'Weighted empirical processes in dynamic nonlinear models'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Asymptotic Properties of W.E.P.’s
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    Chapter 3 Linear Rank and Signed Rank Statistics
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    Chapter 4 M, R and Some Scale Estimators
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    Chapter 5 Minimum Distance Estimators
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    Chapter 6 Goodness-of-fit Tests in Regression
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    Chapter 7 Autoregression
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    Chapter 8 Nonlinear Autoregression
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    Chapter 9 Appendix
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    Chapter 10 Bibliography
Attention for Chapter 7: Autoregression
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