Weak Convergence of Stochastic Processes

Vidyadhar S. Mandrekar

ISBN 10: 3110475421 / ISBN 13: 9783110475425

Editore: De Gruyter, DE, 2016

Riguardo questo articolo

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 processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,?)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography.

Codice articolo LU-9783110475425

Dati bibliografici

• Titolo: Weak Convergence of Stochastic Processes
• Editore: De Gruyter, DE
• Data di pubblicazione: 2016
• Lingua: Inglese
• ISBN 10: 3110475421
• ISBN 13: 9783110475425
• Rilegatura: Paperback
• Condizione: New
• Peso: 301 grammi

Descrizione articolo

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[0,8)
Central limit theorem for semi-martingales and applications
Central limit theorems for dependent random variables
Empirical process
Bibliography

Informazioni sull?autore

Vidyadhar Mandrekar, Michigan State University, USA.