Weak Convergence of Stochastic Processes
With Applications to Statistical Limit Theorems| By: | Vidyadhar S. Mandrekar |
| Publisher: | De Gruyter |
| Print ISBN: | 9783110475425 |
| eText ISBN: | 9783110475456 |
| Edition: | 1 |
| Copyright: | 2016 |
| Format: | Reflowable |
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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