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Weakly Dependent Stochastic Sequences and Their Applications

Weakly Dependent Stochastic Sequences and Their Applications PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN: 9784385358253
Category :
Languages : en
Pages : 393

Book Description


Weakly Dependent Stochastic Sequences and Their Applications

Weakly Dependent Stochastic Sequences and Their Applications PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN: 9784385358253
Category :
Languages : en
Pages : 393

Book Description


Weakly Dependent Stochastic Sequences and Their Applications: Order statistics based on weakly dependent data

Weakly Dependent Stochastic Sequences and Their Applications: Order statistics based on weakly dependent data PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Stochastic sequences
Languages : en
Pages : 360

Book Description


Weakly Dependent Stochastic Sequences and Their Applications: Statistical inference based on weakly dependent data

Weakly Dependent Stochastic Sequences and Their Applications: Statistical inference based on weakly dependent data PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 408

Book Description


Weakly Dependent Stochastic Sequences and Their Applications: Asymptotic statistics based on weakly dependent data

Weakly Dependent Stochastic Sequences and Their Applications: Asymptotic statistics based on weakly dependent data PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Stochastic sequences
Languages : en
Pages : 326

Book Description


Weakly Dependent Stochastic Sequences and Their Applications: Summation theory for weakly dependent sequences

Weakly Dependent Stochastic Sequences and Their Applications: Summation theory for weakly dependent sequences PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Stochastic sequences
Languages : en
Pages : 414

Book Description


Weakly Dependent Stochastic Sequences and Their Applications: Generalized partial-sum processes

Weakly Dependent Stochastic Sequences and Their Applications: Generalized partial-sum processes PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 410

Book Description


Weakly Dependent Stochastic Sequences and Their Applications

Weakly Dependent Stochastic Sequences and Their Applications PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 378

Book Description


Weakly Dependent Stochastic Sequences and Their Applications: Curve estimation based on weakly dependent data

Weakly Dependent Stochastic Sequences and Their Applications: Curve estimation based on weakly dependent data PDF Author: Ken-ichi Yoshihara
Publisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 356

Book Description


Stochastic-Process Limits

Stochastic-Process Limits PDF Author: Ward Whitt
Publisher: Springer Science & Business Media
ISBN: 0387217487
Category : Mathematics
Languages : en
Pages : 616

Book Description
From the reviews: "The material is self-contained, but it is technical and a solid foundation in probability and queuing theory is beneficial to prospective readers. [... It] is intended to be accessible to those with less background. This book is a must to researchers and graduate students interested in these areas." ISI Short Book Reviews

Weak Convergence and Its Applications

Weak Convergence and Its Applications PDF Author: Zhengyan Lin
Publisher: World Scientific
ISBN: 9814447706
Category : Business & Economics
Languages : en
Pages : 185

Book Description
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, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.Contents: "The Definition and Basic Properties of Weak Convergence: "Metric SpaceThe Definition of Weak Convergence of Stochastic Processes and Portmanteau TheoremHow to Verify the Weak Convergence?Two Examples of Applications of Weak Convergence"Convergence to the Independent Increment Processes: "The Basic Conditions of Convergence to the Gaussian Independent Increment ProcessesDonsker Invariance PrincipleConvergence of Poisson Point ProcessesTwo Examples of Applications of Point Process Method"Convergence to Semimartingales: "The Conditions of Tightness for Semimartingale SequenceWeak Convergence to SemimartingaleWeak Convergence to Stochastic Integral I: The Martingale Convergence ApproachWeak Convergence to Stochastic Integral II: Kurtz and Protter's ApproachStable Central Limit Theorem for SemimartingalesAn Application to Stochastic Differential EquationsAppendix: The Predictable Characteristics of Semimartingales"Convergence of Empirical Processes: "Classical Weak Convergence of Empirical ProcessesWeak Convergence of Marked Empirical ProcessesWeak Convergence of Function Index Empirical ProcessesWeak Convergence of Empirical Processes Involving Time-Dependent dataTwo Examples of Applications in Statistics Readership: Graduate students and researchers in probability & statistics and econometrics.