Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems
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| Title: | Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems |
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| Description: | 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 |
| Authors: | Vidyadhar S. Mandrekar |
| Resource Type: | eBook. |
| Subjects: | Fourier transformations, Limit theorems (Probability theory), Stochastic processes |
| Categories: | MATHEMATICS / Probability & Statistics / Stochastic Processes, MATHEMATICS / Probability & Statistics / General |
| Database: | eBook Collection (EBSCOhost) |
| Abstract: | 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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| ISBN: | 9783110475425 9783110475456 9783110476316 |
