Weak Convergence of Stochastic Processes

Language: English

Published by De Gruyter, DE, 2016

3110475421 / 9783110475425

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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.

Seller Inventory # LU-9783110475425

Title
Weak Convergence of Stochastic Processes
Author
Vidyadhar S. Mandrekar
Publisher
De Gruyter, DE
Publication year
2016
Condition
New
Binding
Paperback
Language
English
ISBN 10
3110475421
ISBN 13
9783110475425
Item weight
301 grams

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