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Weak convergence and its applications / Zhengyan Lin and Hanchao Wang.

By: Contributor(s): Material type: TextTextPublication details: Singapore : World Scientific, ©2014.Description: viii, 176 pages ; 26 cmISBN:
  • 9789814447690 (hardcover : alk. paper)
Subject(s): DDC classification:
  • 519.23 23 L735
Contents:
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.
Summary: 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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 519.23 L735 (Browse shelf(Opens below)) Available 137819
Total holds: 0

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.

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.

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