Format:
1 Online-Ressource (vi, 141 Seiten)
ISBN:
9783110476316
Series Statement:
De Gruyter eBook-Paket Mathematik
Content:
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
Note:
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
,
Mode of access: Internet via World Wide Web.
,
In English
Additional Edition:
ISBN 9783110475425
Additional Edition:
Erscheint auch als Druck-Ausgabe Mandrekar, Vidyadhar, 1939 - Weak convergence of stochastic processes Berlin : De Gruyter, 2016 ISBN 9783110475425
Additional Edition:
ISBN 3110475421
Language:
English
Subjects:
Mathematics
Keywords:
Stochastischer Prozess
;
Schwache Konvergenz
;
Zentraler Grenzwertsatz
;
Electronic books
DOI:
10.1515/9783110476316
URL:
Volltext
(lizenzpflichtig)
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