Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (Paperback) (ISBN-13: 9783110475425)

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: Vidyadhar S. Mandrekar
ISBN-10: 3110475421
ISBN-13: 9783110475425
Publisher: de Gruyter
Language: English
Published: 09/26/2016
Pages: 148
Format: Paperback
Weight: 0.65lbs
Size: 9.40h x 6.70w x 0.40d