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

by Vidyadhar S. Mandrekar
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Current price ₹6,941.00
Original price ₹7,907.00
Original price ₹7,907.00
Original price ₹7,907.00
(-12%)
₹6,941.00
Current price ₹6,941.00

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Book cover type: Paperback
  • ISBN13: 9783110475425
  • Binding: Paperback
  • Subject: N/A
  • Publisher: de Gruyter
  • Publisher Imprint: de Gruyter
  • Publication Date:
  • Pages: 148
  • Original Price: GBP 62.5
  • Language: English
  • Edition: N/A
  • Item Weight: 295 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

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

Mandrekar, Vidyadhar S.: - Vidyadhar Mandrekar, Michigan State University, USA.

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