Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (De Gruyter Textbook)

by Vidyadhar S. Mandrekar

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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
  • ISBN10 3110475456
  • ISBN13 9783110475456
  • Publish Date 26 September 2016
  • Publish Status Active
  • Out of Print 9 April 2021
  • Publish Country DE
  • Imprint De Gruyter