Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems - Brossura

Mandrekar, Vidyadhar S.

Brossura

ISBN 10: 3110475421 ISBN 13: 9783110475425

Casa editrice: De Gruyter, 2016

Riassunto

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion.

Contents:
Weak convergence of stochastic processes
Weak convergence in metric spaces
Weak convergence on C[0, 1] and D[0,∞)
Central limit theorem for semi-martingales and applications
Central limit theorems for dependent random variables
Empirical process
Bibliography

Su questo libro

Informazioni sull'autore

Vidyadhar Mandrekar, Michigan State University, USA.

Dalla quarta di copertina

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents: Weak convergence of stochastic processes Weak convergence in metric spaces Weak convergence on C[0, 1] and D[0,¿) Central limit theorem for semi-martingales and applications Central limit theorems for dependent random variables Empirical process Bibliography

Dettagli dell'edizione

• Editore: De Gruyter
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 3110475421
• ISBN 13: 9783110475425
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 148
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile