Weak convergence of stochastic processes: with applications to statistical limit theorems

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 literat...

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1. Verfasser: Mandrekar, Vidyadhar 1939- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Berlin ; Boston De Gruyter [2016]
Schriftenreihe:De Gruyter Textbook
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Zusammenfassung: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
Beschreibung:Description based on online resource; title from PDF title page (publisher's Web site, viewed Sep. 08, 2016)
Beschreibung:1 Online-Ressource (148 Seiten)
ISBN:9783110476316
9783110475425
9783110475456
DOI:10.1515/9783110476316

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