WEAK CONVERGENCE AND ITS APPLICATIONS

WEAK CONVERGENCE AND ITS APPLICATIONS

Auteur: Zhengyan Lin, Hanchao Wang
Éditeur: World Scientific Publishing Company
Année de publication: 2014
ISBN: 9789814447690

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Weak convergence of stochastic processes is one of most important theories in probability theory. Not only probability experts but also more and more statisticians are interested in it. In the study of statistics and econometrics, some problems cannot be solved by the classical method. In this book, we will introduce some recent development of modern weak convergence theory to overcome defects of classical theory.

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