Weak Convergence of Stochastic Processes With Applications to Statistical Limit Theorems

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 literat...

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Bibliographic Details
Main Author Mandrekar, Vidyadhar S
Format eBook
LanguageEnglish
Published Germany De Gruyter 2016
Walter de Gruyter GmbH
Edition1
SeriesDe Gruyter Textbook
Subjects
Limit theorems (Probability theory)
Probabilities & applied mathematics
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Summary: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 processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,8)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography
ISBN:9783110476316
3110476312
9783110475425
3110475421
DOI:10.1515/9783110476316