Stochastic limit theory
Subtitle: an introduction for econometricians
By: James Davidson.
Series: Advanced texts in econometrics
Publisher: Oxford University Press
Published: 1994
Place of publication: Oxford; New York
Language: eng
Number of pages: 539
Subjects: Econometrics.; Limit theorems (Probability theory); Stochastic processes.
Notes: Includes bibliographical references (p. 519-526) and index.