Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems
Sep 2016 · Walter de Gruyter GmbH & Co KG
Ebook
148
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About this ebook
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
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 lite...
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About the author
Vidyadhar Mandrekar, Michigan State University, USA.
Vidyadhar Mandrekar, Michigan State University, USA.
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