國立虎尾科技大學 |

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Asymptotic Laws and Methods in Stochastics/ edited by Donald Dawson, Rafal Kulik, Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao.
其他題名:	A Volume in Honour of Miklós Csörgő /
其他作者:	Dawson, Donald.
面頁冊數:	XVI, 406 p. 14 illus.online resource. :
Contained By:	Springer Nature eBook
標題:	Probabilities. -
電子資源:	https://doi.org/10.1007/978-1-4939-3076-0
ISBN:	9781493930760

Asymptotic Laws and Methods in Stochastics = A Volume in Honour of Miklós Csörgő /
Asymptotic Laws and Methods in StochasticsA Volume in Honour of Miklós Csörgő /[electronic resource] :edited by Donald Dawson, Rafal Kulik, Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao. - 1st ed. 2015. - XVI, 406 p. 14 illus.online resource. - Fields Institute Communications,761069-5265 ;. - Fields Institute Communications,77.

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.

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.

ISBN: 9781493930760

Standard No.: 10.1007/978-1-4939-3076-0doiSubjects--Topical Terms:

527847
Probabilities.

LC Class. No.: QA273.A1-274.9

Dewey Class. No.: 519.2

Asymptotic Laws and Methods in Stochastics = A Volume in Honour of Miklós Csörgő /
LDR:04193nam a22004335i 4500 001 969915
003 DE-He213
005 20200704084543.0
007 cr nn 008mamaa
008 201211s2015 xxu| s |||| 0|eng d
020 $a 9781493930760 $9 978-1-4939-3076-0
024 7 $a 10.1007/978-1-4939-3076-0 $2 doi
035 $a 978-1-4939-3076-0
050 4 $a QA273.A1-274.9
050 4 $a QA274-274.9
072 7 $a PBT $2 bicssc
072 7 $a MAT029000 $2 bisacsh
072 7 $a PBT $2 thema
072 7 $a PBWL $2 thema
082 0 4 $a 519.2 $2 23
245 1 0 $a Asymptotic Laws and Methods in Stochastics $h [electronic resource] : $b A Volume in Honour of Miklós Csörgő / $c edited by Donald Dawson, Rafal Kulik, Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao.
250 $a 1st ed. 2015.
264 1 $a New York, NY : $b Springer New York : $b Imprint: Springer, $c 2015.
300 $a XVI, 406 p. 14 illus. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a Fields Institute Communications, $x 1069-5265 ; $v 76
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.
520 $a 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.
650 0 $a Probabilities. $3 527847
650 1 4 $a Probability Theory and Stochastic Processes. $3 593945
700 1 $a Dawson, Donald. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1069779
700 1 $a Kulik, Rafal. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1265477
700 1 $a Ould Haye, Mohamedou. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1265478
700 1 $a Szyszkowicz, Barbara. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1265479
700 1 $a Zhao, Yiqiang. $e editor. $4 edt $4 http://id.loc.gov/vocabulary/relators/edt $3 1265480
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9781493930753
776 0 8 $i Printed edition: $z 9781493930777
776 0 8 $i Printed edition: $z 9781493950119
830 0 $a Fields Institute Communications, $x 1069-5265 ; $v 77 $3 1254613
856 4 0 $u https://doi.org/10.1007/978-1-4939-3076-0
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)