Weak Convergence of Stochastic Processes : With...

Main
Mathematics - Probability
Weak Convergence of Stochastic...

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

Name: Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems.
ISBN: 9783110476316

Mandrekar, Vidyadhar S.

0 / 0

0 comments

¿Qué tanto le ha gustado este libro?

¿De qué calidad es el archivo descargado?

Descargue el libro para evaluar su calidad

¿Cuál es la calidad de los archivos descargados?

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.

Categorías:

Mathematics - Probability

Año:

2016

Editorial:

De Gruyter

Idioma:

english

ISBN 10:

3110476312

ISBN 13:

9783110476316