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 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

Binding Type: Paperback
Publisher: de Gruyter
Published: 09/26/2016
ISBN: 9783110475425
Pages: 148
Weight: 0.65lbs
Size: 9.40h x 6.70w x 0.40d