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Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems

Posted By: interes
Date: 13 Jan 2019 19:47:06
Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems

Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (de Gruyter Studies in Mathematics, Book 64) by Vidyadhar S. Mandrekar
English | 2016 | ISBN: 3110475421 | 148 pages | PDF | 1,4 MB

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 processes
Weak convergence in metric spaces
Weak convergence on C[0, 1] and D[0,∞)
Central limit theorem for semi-martingales and applications
Central limit theorems for dependent random variables
Empirical process
Bibliography

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