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 |
|