|
|
|
|
|
|
|
|
1. |
Record Nr. |
UNINA9910818690703321 |
|
|
Autore |
Mandrekar V. |
|
|
Titolo |
Weak convergence of stochastic processes : with applications to statistical limit theorems / / Vidyadhar S. Mandrekar |
|
|
|
|
|
|
|
Pubbl/distr/stampa |
|
|
Berlin, [Germany] : , : De Gruyter, , 2016 |
|
©2016 |
|
|
|
|
|
|
|
|
|
ISBN |
|
3-11-047545-6 |
3-11-047631-2 |
|
|
|
|
|
|
|
|
Descrizione fisica |
|
1 online resource (148 p.) |
|
|
|
|
|
|
Collana |
|
|
|
|
|
|
Disciplina |
|
|
|
|
|
|
Soggetti |
|
Limit theorems (Probability theory) |
|
|
|
|
|
|
Lingua di pubblicazione |
|
|
|
|
|
|
Formato |
Materiale a stampa |
|
|
|
|
|
Livello bibliografico |
Monografia |
|
|
|
|
|
Note generali |
|
Description based upon print version of record. |
|
|
|
|
|
|
Nota di bibliografia |
|
Includes bibliographical references. |
|
|
|
|
|
|
Nota di contenuto |
|
Frontmatter -- Contents -- 1. Weak convergence of stochastic processes -- 2. Weak convergence in metric spaces -- 3. Weak convergence on C[0, 1] and D[0,∞) -- 4. Central limit theorem for semi-martingales and applications -- 5. Central limit theorems for dependent random variables -- 6. Empirical process -- Bibliography |
|
|
|
|
|
|
|
|
Sommario/riassunto |
|
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 |
|
|
|
|
|
|
|