Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (de Gruyter Studies in Mathematics) by Vidyadhar S. Mandrekar (Author)
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
2016 | ISBN 978-3-11-047542-5 | e-ISBN 978-3-11-047631-6 | ID: SC - 1104
SC - 1104 | Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems
- Grupa:
IDENTIFIKACIONI (ID) BROJEVI:
SC:
1-100__101-200__201-300
301-400__401-500__501-600
601-700__701-800__801-900
901-1000__1001-1100__1101-1200
1201-1300__1301-1400__1401-1500
1501-1600__1601-1700__1701-1800
1801-1900__1901-2000
SC:
1-100__101-200__201-300
301-400__401-500__501-600
601-700__701-800__801-900
901-1000__1001-1100__1101-1200
1201-1300__1301-1400__1401-1500
1501-1600__1601-1700__1701-1800
1801-1900__1901-2000
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