Title: Weak Convergence of Stochastic Processes : With Applications to Statistical Limit Theorems
Publisher: de Gruyter
Publication Date: 2016
Language: English
ISBN 10: 3110475421
ISBN 13: 9783110475425
Binding: Soft cover
Condition: New

About this title

Synopsis

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

About the Author

Vidyadhar Mandrekar, Michigan State University, USA.

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