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Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (de Gruyter Studies in Mathematics) (de Gruyter Textbook)
Vidyadhar S. Mandrekar (Author)
·
De Gruyter
· Paperback
Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (de Gruyter Studies in Mathematics) (de Gruyter Textbook) - Vidyadhar S. Mandrekar
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Synopsis "Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (de Gruyter Studies in Mathematics) (de Gruyter Textbook)"
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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All books in our catalog are Original.
The book is written in English.
The binding of this edition is Paperback.
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