Weak Convergence And Its Applications

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Bibliographic Details
Title: Weak Convergence And Its Applications
Description: Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.
Authors: Zhengyan Lin, Hanchao Wang
Resource Type: eBook.
Subjects: Stochastic processes, Distribution (Probability theory), Convergence
Categories: MATHEMATICS / Probability & Statistics / Stochastic Processes, BUSINESS & ECONOMICS / Econometrics, MATHEMATICS / Game Theory
Database: eBook Collection (EBSCOhost)
Description
Abstract:Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.
ISBN:9789814447690
9789814447706
9789814447713