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Asymptotic laws and methods in stoch...

Dawson, Donald.

Asymptotic laws and methods in stochasticsa volume in honour of Miklos Csorgo /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Asymptotic laws and methods in stochasticsedited by Donald Dawson ... [et al.].
Reminder of title:	a volume in honour of Miklos Csorgo /
other author:	Dawson, Donald.
Published:	New York, NY :Springer New York :2015.
Description:	xvi, 406 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Stochastic processes.
Online resource:	http://dx.doi.org/10.1007/978-1-4939-3076-0
ISBN:	9781493930760$q(electronic bk.)

Asymptotic laws and methods in stochasticsa volume in honour of Miklos Csorgo /
Asymptotic laws and methods in stochasticsa volume in honour of Miklos Csorgo /[electronic resource] :edited by Donald Dawson ... [et al.]. - New York, NY :Springer New York :2015. - xvi, 406 p. :ill., digital ;24 cm. - Fields institute communications,v.761069-5265 ;. - Fields institute communications ;v.63..

Preface -- Weak Convergence of Self-normalized Sums Processes (M. Csorgo, 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. Csaki, A. Foldes, P. Revesz) -- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Revesz) -- 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. Jureckova) -- Publications of Miklόs Csorgo.

This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csorgo 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 Csorgo's list of publications during more than 50 years, since 1962.

ISBN: 9781493930760$q(electronic bk.)

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

181874
Stochastic processes.

LC Class. No.: QA274.A1

Dewey Class. No.: 519.23

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505 0 $a Preface -- Weak Convergence of Self-normalized Sums Processes (M. Csorgo, 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. Csaki, A. Foldes, P. Revesz) -- On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Revesz) -- 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. Jureckova) -- Publications of Miklόs Csorgo.
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