Short-memory linear processes and econometric applications
General Material Designation
[Book]
First Statement of Responsibility
/ Kairat T. Mynbaev
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
: Wiley
Date of Publication, Distribution, etc.
, 2011.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xix, 429 p. 25 cm.
GENERAL NOTES
Text of Note
Language: انگلیسی
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
Intro to operators, probabilities, and linear model -- Lp-approximable sequences of vectors -- Convergence of linear and quadratic forms -- Regressions with slowly varying regressors -- Spatial models -- Convergence almost everywhere -- Nonlinear models -- Tools for vector autoregressions.