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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| Format: | eBook |
| Language: | English |
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Berlin/Boston, GERMANY
De Gruyter,
2016.
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| Series: | De Gruyter Textbook ;
64 |
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| Online Access: | EBSCOhost Перейти в каталог НБ ТГУ |
Table of Contents:
- 1. Weak convergence of stochastic processes ; 2. Weak convergence in metric spaces ; 3. Weak convergence on C[0, 1] and D[0,8) ; 4. Central limit theorem for semi-martingales and applications ; 5. Central limit theorems for dependent random variables ; 6. Empirical process.