Convergence stochastic processes (40 résultats)

Etat : Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Etat : as new. Cambridge, MA :MIT Press, 1984 Hardcover. Dustjacket. 269 pp. English text. Condition : as new.Includes index. Condition : as new copy. ISBN 9780262110907. Keywords : .

Hardcover. Etat : VG. No Jacket. used hardcover copy, lacking a dust jacket (as issued). light shelfwear, corners perhaps slightly bumped. pages and binding are clean, straight, and tight. there are no marks to the text or other serious flaws. previous owner's name on front flyleaf.

Paperback. Etat : Brand New. 287 pages. 9.00x6.00x0.90 inches. In Stock.

Paperback. Etat : New. 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.…

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Etat : As New. Unread book in perfect condition.

Paperback. Etat : New. 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.…

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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000.

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Etat : New. In English.

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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000.

Etat : As New. Unread book in perfect condition.

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Paperback. Etat : Brand New. 141 pages. 9.50x6.75x0.50 inches. In Stock.

Paperback. Etat : New. 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.…

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.…

perfect. Etat : Gut. 148 Seiten; 9783110475425.3 Gewicht in Gramm: 500.

Etat : New. 2016. Paperback. . . . . .

Paperback. Etat : New. 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.…

Etat : New. 2016. Paperback. . . . . . Books ship from the US and Ireland.

Gebundene Ausgabe. Etat : Gut. 215 Seiten Einband etwas berieben, sonst sehr gut. Sprache: Englisch.

Etat : New. In English.

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - A more accurate title for this book might be: An Exposition of Selected Parts of Empirical Process Theory, With Related Interesting Facts About Weak Convergence, and Applications to Mathematical Statistics. The high points are Chapters II and VII, which describe some of the developments inspired by Richard Dudley's 1978 paper. There I explain the combinatorial ideas and approximation methods that are needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions. The material is somewhat arbitrarily divided into results used to prove consistency theorems and results used to prove central limit theorems. This has allowed me to put the easier material in Chapter II, with the hope of enticing the casual reader to delve deeper. Chapters III through VI deal with more classical material, as seen from a different perspective. The novelties are: convergence for measures that don't live on borel a-fields; the joys of working with the uniform metric on D[O, IJ; and finite-dimensional approximation as the unifying idea behind weak convergence. Uniform tightness reappears in disguise as a condition that justifies the finite-dimensional approximation. Only later is it exploited as a method for proving the existence of limit distributions. The last chapter has a heuristic flavor. I didn't want to confuse the martingale issues with the martingale facts.…

Etat : New. pp. 236.

Paperback. Etat : Brand New. reprint edition. 215 pages. 9.25x6.10x0.54 inches. In Stock.

Etat : gut. 2016. Weak Convergence of Stochastic Processes: With Applications to Statistical Limit Theorems (De Gruyter Textbook) In deutscher Sprache. pages.

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