| Description |
1 online resource (148). |
|
text file |
| Series |
De Gruyter Textbook ; 64
|
|
De Gruyter textbook ; 64.
|
| 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. |
| 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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Limit theorems (Probability theory)
|
|
Limit theorems (Probability theory) |
|
Fourier transformations.
|
|
Fourier transformations. |
|
Stochastic processes.
|
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Stochastic processes. |
| Genre/Form |
Electronic books.
|
| ISBN |
3110476312 (electronic book) |
|
9783110476316 (electronic book) |
|
9783110475456 (electronic book) |
|
3110475456 (electronic book) |
|
3110475421 |
|
