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Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörgő /

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-ar...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Dawson, Donald (Editor ), Kulik, Rafal (Editor ), Ould Haye, Mohamedou (Editor ), Szyszkowicz, Barbara (Editor ), Zhao, Yiqiang (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Fields Institute Communications, 76
Temas:
Acceso en línea:Texto Completo

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505 0 |a 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. 
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