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Stochastic Limit Theory 9780198774020

Stochastic Limit Theory

An Introduction for Econometricicans

ISBN-10: 0198774028
ISBN-13: 9780198774020
AUTHOR:
PUBLISHER: Oxford University Press, Incorporated
Also available at Amazon.com
Note: Not guaranteed to come with supplemental materials (access codes, CDs, DVDs)
Product Description: "Econometricians, while using mathematical theory such as probability and limit theory at a demanding level, often do not have the advantage of a strong mathematical training. Using maths texts requires econometricians to ignore much material, and decipher unfamiliar notation, before reaching results useful and comprehensible to them. James Davidson has succeeded in clearly and rigorously explaining this mathematics to the econometricians who are increasingly using it. This book will serve as a technically self-contained handbook for advanced graduate students of econometrics, doctoral students, and academic or business econometricians who wish to improve their command of the mathematical processes they use." "A wide-ranging coverage of mathematics combines the latest work with a lucid exposition of basic theories. The text covers statistical methods including probability theory, stochastic processes and their dependence structure, central limit theorems, and asymptotic distribution theory. It provides results directly relevant to econometricians, and indicates further reading. Davidson has included new material and results in central limit theorems from his research. Thus the book will appeal both as a survey and a research monograph."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Additional Details


PUBLICATION DATE:
PAGES: 568
CATEGORY: Mathematics
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