Non-Fiction Books:

Weak Convergence of Stochastic Processes

With Applications to Statistical Limit Theorems
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Paperback / softback
$155.99
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Description

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

Author Biography:

Vidyadhar Mandrekar, Michigan State University, USA.
Release date Australia
September 26th, 2016
Audiences
  • Tertiary Education (US: College)
  • Tertiary Education (US: College)
Pages
148
Dimensions
170x240x10
ISBN-13
9783110475425
Product ID
24999877

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