Limit Theory for Mixing Dependent Random Variables
Kluwer Academic Publishers (Verlag)
9780792342199 (ISBN)
Audience: This volume will be of interest to researchers and graduate students in the field of probability and statistics, whose work involves dependent data (variables).
Preface. Part I: Introduction. 1. Definitions and Basic Inequalities. 2. Moment Estimations of Partial Sums. Part II: Weak Convergence. 3. Weak Convergence for alpha-Mixing Sequences. 4. Weak Convergence for rho-Mixing Sequences. 5. Weak Convergence for phi-Mixing Sequences. 6. Weak Convergence for Mixing Random Fields. 7. The Berry-Esseen Inequality and the Rate of Weak Convergence. Part III: Almost Sure Convergence and Strong Approximations. 8. Laws of Large Numbers and Complete Convergence. 9. Strong Approximations. 10. The Increments of Partial Sums. 11. Strong Approximations for Mixing Random Fields. Part IV: Statistics of a Dependent Sample. 12. Empirical Processes. 13. Convergence of Some Statistics with a Mixing Sample. 14. Strong Approximations for Other Kinds of Dependent Random Variables. Appendix. References. Index.
| Erscheint lt. Verlag | 31.7.1997 |
|---|---|
| Reihe/Serie | Mathematics and Its Applications ; 378 | Mathematics and Its Applications ; 378 |
| Zusatzinfo | XII, 430 p. |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| ISBN-13 | 9780792342199 / 9780792342199 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
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