Associated random variables and related concepts -- Demimartingales -- N-demimartingales -- Conditional demimartingales -- Multimensionally indexed demimartingales and continuous parameter demimartingales -- Limit theorems for associated random variables -- Nonparametric estimation for associated sequences -- Nonparametric tests for associated sequences -- Nonparametric tests for change in marginal density function for associated sequences
Summary
This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters
Analysis
Distribution (Probability theory)
Probability Theory and Stochastic Processes
waarschijnlijkheidstheorie
probability theory
stochastische processen
stochastic processes
wiskunde
mathematics
Mathematics (General)
Wiskunde (algemeen)
Bibliography
Includes bibliographical references (pages 253-270) and index
