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Titlebook: Asymptotic Laws and Methods in Stochastics; A Volume in Honour o Donald Dawson,Rafal Kulik,Yiqiang Zhao Book 2015 Springer Science+Business

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期刊全称Asymptotic Laws and Methods in Stochastics
期刊简称A Volume in Honour o
影响因子2023Donald Dawson,Rafal Kulik,Yiqiang Zhao
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发行地址Contains articles written by prominent scholars who have developed stochastics for the last forty years.Presents new results and recent research developments in important topics in both theoretical an
学科分类Fields Institute Communications
图书封面Titlebook: Asymptotic Laws and Methods in Stochastics; A Volume in Honour o Donald Dawson,Rafal Kulik,Yiqiang Zhao Book 2015 Springer Science+Business
影响因子.This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts..The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962..
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Foundations of Modern Probabilityutliers. We thus propose a robust test based on the Wilcoxon two-sample test statistic. The asymptotic distribution of this test can be derived from a functional central limit theorem for two-sample .-statistics. We extend a theorem of Csörgő and Horváth to the case of dependent data.
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Markov Processes and Discrete-Time Chains,idered there. We will show that the results carry over if instead of the logit link function we use the probit, the log-log, and complementary log-log link functions in the binary regression model. Furthermore, this note will fill out some of the technical details omitted in the above-mentioned paper.
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Weak Convergence of Self-normalized Partial Sums Processes established for the self-normalized partial sums processes . when . belongs to the domain of attraction of a stable law with index . ∈ (0, 2]. The respective limiting distributions of the random variables . and . are also obtained under the same condition.
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