TY  - BOOK
AU  - Lin,Zhengyan
AU  - Wang,Hanchao
TI  - Weak convergence and its applications
SN  - 9789814447690 (hardcover : alk. paper)
U1  - 519.23 23
PY  - 2014///
CY  - Singapore
PB  - World Scientific
KW  - Stochastic processes
KW  - Convergence
N1  - Includes bibliographical references and index; 1. The definition and basic properties of weak convergence --
2. Convergence to the independent increment processes --
3. Convergence to semimartingales --
4. Convergence of empirical processes
N2  - Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book
ER  -