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 processes
Weak convergence in metric spaces
Weak convergence on C[0, 1] and D[0, ∞)
Central limit theorem for semi-martingales and applications
Central limit theorems for dependent random variables
Empirical process
Bibliography
O autorze
Vidyadhar Mandrekar, Michigan State University, USA.
Język Angielski ● Format EPUB ● Strony 148 ● ISBN 9783110475456 ● Rozmiar pliku 26.5 MB ● Wydawca De Gruyter ● Miasto Berlin/Boston ● Opublikowany 2016 ● Ydanie 1 ● Do pobrania 24 miesięcy ● Waluta EUR ● ID 6586917 ● Ochrona przed kopiowaniem Adobe DRM
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