Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems: 64 (De Gruyter Textbook) - Tapa blanda

Mandrekar, Vidyadhar S.

 
9783110475425: Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems: 64 (De Gruyter Textbook)

Sinopsis

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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Acerca del autor

Vidyadhar Mandrekar, Michigan State University, USA.

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