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

By Vidyadhar S Mandrekar

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

• Format: Paperback
• Language: English
• ISBN: 3110475421
• ISBN13: 9783110475425
• Release Date: September 2016
• Publisher: de Gruyter
• Length: 148 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.4" x 6.7" x 9.4"
• Grade Range: Postsecondary