Weighted Empirical Processes in Dynamic Nonlinear Models

The role of the weak convergence technique via weighted empirical processes has proved to be very useful in advancing the development of the asymptotic theory of the so called robust inference procedures corresponding to non-smooth score functions from linear models to nonlinear dynamic models in the 1990''s. This monograph is an ex­ panded version of the monograph Weighted Empiricals and Linear M...