| Description |
1 online resource (148) |
| Series |
De Gruyter Textbook |
|
De Gruyter textbook.
|
| 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 |
| Bibliography |
Includes bibliographical references |
| Notes |
In English |
|
Print version record |
| Subject |
Limit theorems (Probability theory)
|
|
Fourier transformations.
|
|
Stochastic processes.
|
|
Stochastic Processes
|
|
MATHEMATICS -- Applied.
|
|
MATHEMATICS -- Probability & Statistics -- General.
|
|
Fourier transformations
|
|
Limit theorems (Probability theory)
|
|
Stochastic processes
|
| Form |
Electronic book
|
| ISBN |
3110476312 |
|
9783110476316 |
|
9783110475456 |
|
3110475456 |
|
