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dc.contributor.author | Mandrekar Vidyadhar S. | |
dc.date.accessioned | 2024-01-26T21:30:40Z | |
dc.date.available | 2024-01-26T21:30:40Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Mandrekar. Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems. - Berlin/Boston, GERMANY: De Gruyter, 2016 - 1 online resource (148). - URL: https://libweb.kpfu.ru/ebsco/pdf/1362715.pdf | |
dc.identifier.isbn | 3110476312 | |
dc.identifier.isbn | 9783110476316 | |
dc.identifier.isbn | 9783110475456 | |
dc.identifier.isbn | 3110475456 | |
dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/178153 | |
dc.description.abstract | 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,∞)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography. | |
dc.description.tableofcontents | 1. Weak convergence of stochastic processes ; 2. Weak convergence in metric spaces ; 3. Weak convergence on C[0, 1] and D[0,8) ; 4. Central limit theorem for semi-martingales and applications ; 5. Central limit theorems for dependent random variables ; 6. Empirical process. | |
dc.language | English | |
dc.language.iso | en | |
dc.publisher | Berlin/Boston, GERMANY De Gruyter | |
dc.relation.ispartofseries | De Gruyter Textbook. 64 | |
dc.subject.other | Limit theorems (Probability theory) | |
dc.subject.other | Fourier transformations. | |
dc.subject.other | Stochastic processes. | |
dc.subject.other | Fourier transformations. | |
dc.subject.other | Limit theorems (Probability theory) | |
dc.subject.other | Stochastic processes. | |
dc.subject.other | MATHEMATICS / Applied | |
dc.subject.other | MATHEMATICS / Probability & Statistics / General | |
dc.subject.other | Electronic books. | |
dc.title | Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems. | |
dc.type | Book | |
dc.description.pages | 1 online resource (148). | |
dc.collection | Электронно-библиотечные системы | |
dc.source.id | EN05CEBSCO05C103087 |