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

    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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