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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Bibliographic Details
Main Author: Mandrekar, Vidyadhar 1939- (Author)
Format: Electronic eBook
Language:English
Published: Berlin ; Boston De Gruyter [2016]
Series:De Gruyter Textbook
Subjects:
Online Access:DE-898
DE-859
DE-860
DE-91
DE-739
DE-1046
DE-1043
DE-858
Volltext
Summary: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
Item Description:Description based on online resource; title from PDF title page (publisher's Web site, viewed Sep. 08, 2016)
Physical Description:1 Online-Ressource (148 Seiten)
ISBN:9783110476316
9783110475425
9783110475456
DOI:10.1515/9783110476316

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