The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to...

This book provides a systematic treatment of the mathematical aspects of evolutionary stability, which has become a central concept in theoretical biology and biomathematics in recent years. The purpose of the book is to create a general mathematical theory for evolutionary stability, which...

We study the distributions of the LASSO, SCAD, and thresholding estimators, in finite samples and in the large-sample limit. The asymptotic distributions are derived for both the case where the estimators are tuned to perform consistent model selection and for the case where the estimators are...