TY - BOOK
AU - Davidson, James
TI - Stochastic limit theory: an introduction for econometricians
SN - 0198774036
U1 - 330.182
PY - 2002///
CY - Oxford
PB - Oxford University Press
KW - Econometrics
KW - Stochastic theory
KW - Economics - Mathematical models
KW - Stochastic processes - Mathematical models
KW - Limit theorms (Probability theory)
N2 - Author has explained the mathematics to the econometricians who are increasingly using it. A wide-range coverage of mathematics combines the latest with worl with a lucid exposition of basic theories. The text covers statistical methods including probability theory, stochastic procesees, and their dependence structure
ER -