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Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems
Paperback
Series: de Gruyter Textbook, Book 64
Publisher Price: $113.99
ISBN13: 9783110475425
Publisher: De Gruyter
Published: Sep 26 2016
Pages: 148
Weight: 0.65
Height: 0.40 Width: 6.70 Depth: 9.40
Language: English
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
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