Details
| Title | Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems. |
|---|---|
| Creators | Mandrekar Vidyadhar S. |
| Imprint | Berlin/Boston, GERMANY: De Gruyter, 2016 |
| Collection | Электронные книги зарубежных издательств; Общая коллекция |
| Subjects | Limit theorems (Probability theory); Fourier transformations.; Stochastic processes.; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; EBSCO eBooks |
| Document type | Other |
| File type | |
| Language | English |
| Rights | Доступ по паролю из сети Интернет (чтение, печать, копирование) |
| Record key | ocn960040342 |
| Record create date | 10/7/2016 |
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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.
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