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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
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)
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Header DbId: nlebk
DbLabel: eBook Collection (EBSCOhost)
An: 1362715
RelevancyScore: 1070
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PubType: eBook
PubTypeId: ebook
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  Data: Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems
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  Data: 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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  Data: <searchLink fieldCode="DE" term="%22Fourier+transformations%22">Fourier transformations</searchLink><br /><searchLink fieldCode="DE" term="%22Limit+theorems+%28Probability+theory%29%22">Limit theorems (Probability theory)</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+processes%22">Stochastic processes</searchLink>
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RecordInfo BibRecord:
  BibEntity:
    Classifications:
      – Code: 519.23
        Scheme: ddc
        Type: prePub
    Languages:
      – Code: eng
        Text: English
    Subjects:
      – SubjectFull: Fourier transformations
        Type: general
      – SubjectFull: Limit theorems (Probability theory)
        Type: general
      – SubjectFull: Stochastic processes
        Type: general
    Titles:
      – TitleFull: Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems
        Type: main
  BibRelationships:
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      – PersonEntity:
          Name:
            NameFull: Vidyadhar S. Mandrekar
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          Name:
            NameFull: Vidyadhar S. Mandrekar
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          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2016
            – D: 20
              M: 03
              Type: profile
              Y: 2018
          Identifiers:
            – Type: isbn-print
              Value: 9783110475425
            – Type: isbn-electronic
              Value: 9783110475456
            – Type: isbn-electronic
              Value: 9783110476316
          Numbering:
            – Type: volume
              Value: 00064
          Titles:
            – TitleFull: Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems
              Type: main
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