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

Weak Convergence of Stochastic Processes : : With Applications to Statistical Limit Theorems / / Vidyadhar S. Mandrekar.

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 literat...

Full description

Saved in:
Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DG Plus eBook-Package 2016
VerfasserIn:
Mandrekar, Vidyadhar S.,
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2016]
©2016
Year of Publication:2016
Language:English
Series:De Gruyter Textbook
Online Access:
Physical Description:1 online resource (VI, 142 p.)
Tags: Add Tag
No Tags, Be the first to tag this record!
Table of Contents:
  • Frontmatter
  • Contents
  • 1. Weak convergence of stochastic processes
  • 2. Weak convergence in metric spaces
  • 3. Weak convergence on C[0, 1] and D[0,∞)
  • 4. Central limit theorem for semi-martingales and applications
  • 5. Central limit theorems for dependent random variables
  • 6. Empirical process
  • Bibliography

Similar Items