Asymptotic laws and methods in stochastics : a volume in honour of Miklós Csörgő /: a volume in honour of Miklós Csörgő. (2015)

• Record Type: Book
• Further Information: Note: Donald Dawson, Rafal Kulik, Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao, editors.
• Editors: Dawson, Donald A (Donald Andrew), 1937-; Kulik, Rafal; Ould Haye, Mohamedou; Szyszkowicz, Barbara; Zhao, Yiqiang Q, 1955-
• Other Names: Csörgö, M honouree.
• Contents: Preface.- Weak Convergence of Self-normalized Sums Processes (M. Csörgő, Z. Hu).- Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables (D. Deng, Z. Hu).- The Self-normalized Asymptotic Results for Linear Processes (M. Peligrad, H. Sang).- Some results and problems for anisotropic random walk on the plane (E. Csáki, A. Földes, P. Révész).- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Révész).- A Compensator Characterization of Planar Point Processes (G. Ivanoff).- Central Limit Theorem Related to MDR-method (A. Bulinski).- An Extension of a Theorem of Hechner and Heinkel (D. Li, Y. Qi, A. Rosalsky).- Quenched Invariance Principles via Martingale Approximation (M. Peligrad).- An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q. Wang).- Change Point Detection with Stable AR(1) Errors (A. Bazarova, I. Berkes, L. Horvath).- Change-point Detection Under Dependence Based on Two-sample U-statistics (H. Dehling, R. Fried, I. Garcia, M. Wendler).- Time Series Models in Change Point Detection Tests (E. Gombay).- Diagnostic Test for Innovations of ARMA Musing Empirical processes of Residuals (K. Ghoudi, B. Remillard).- Short Range and Long Range Dependence (M. Rosenblatt).- Kernel Method for Stationary Tails: from Discrete to Continuous (H. Dai, D. Dawson, Y. Zhao).- Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (P. Glynn, R. Wang).- Kellerer's Theorem Revisited (F. Hirsch, B. Roynette, M. Yor).- Likelihood and Ranking Methods (M. Alvo).- Asymptotic and Finite-sample Properties in Statistical Estimation (J. Jurečková).- Publications of Miklόs Csörgő.
• Publisher Details: New York : Springer
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 519.2/3; Mathematics; Stochastic processes; Asymptotic expansions; MATHEMATICS -- Applied; Asymptotic expansions; Stochastic processes; Distribution (Probability theory); Mathematics -- Probability & Statistics -- General; Probability & statistics; Electronic books
• Languages: English
• ISBNs: 9781493930760; 1493930761
• Related ISBNs: 9781493930753; 1493930753
• Notes: Note: Includes bibliographical references at the end of each chapters.; Note: Online resource; title from PDF title page (EBSCO, viewed November 24, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.