Del i serien Fields Institute Communications

Asymptotic Laws and Methods in Stochastics

A Volume in Honour of Miklós Csörgő

Häftad, Engelska, 2016

AvDonald Dawson,Rafal Kulik,Mohamedou Ould Haye,Barbara Szyszkowicz,Yiqiang Zhao

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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.

Produktinformation

Utgivningsdatum2016-08-23
Mått155 x 235 x 23 mm
Vikt639 g
FormatHäftad
SpråkEngelska
SerieFields Institute Communications
Antal sidor406
FörlagSpringer-Verlag New York Inc.
ISBN9781493950119

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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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