Functional Gaussian Approximation For Dependent Structures - Info and Reading Options
By Florence Merlevède

“Functional Gaussian Approximation For Dependent Structures” Metadata:
- Title: ➤ Functional Gaussian Approximation For Dependent Structures
- Author: Florence Merlevède
“Functional Gaussian Approximation For Dependent Structures” Subjects and Themes:
- Subjects: ➤ Probabilities - Mathematical statistics - Law of large numbers - Central limit theorem - Random variables - Approximation theory - Dependence (Statistics) - Markov processes - Gaussian processes - Stochastic processes - Measure theory - Statistics
Edition Identifiers:
- The Open Library ID: OL20934765W
AI-generated Review of “Functional Gaussian Approximation For Dependent Structures”:
"Functional Gaussian Approximation For Dependent Structures" Description:
The Open Library:
Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
Read “Functional Gaussian Approximation For Dependent Structures”:
Read “Functional Gaussian Approximation For Dependent Structures” by choosing from the options below.
Search for “Functional Gaussian Approximation For Dependent Structures” downloads:
Visit our Downloads Search page to see if downloads are available.
Find “Functional Gaussian Approximation For Dependent Structures” in Libraries Near You:
Read or borrow “Functional Gaussian Approximation For Dependent Structures” from your local library.
- The WorldCat Libraries Catalog: Find a copy of “Functional Gaussian Approximation For Dependent Structures” at a library near you.
Buy “Functional Gaussian Approximation For Dependent Structures” online:
Shop for “Functional Gaussian Approximation For Dependent Structures” on popular online marketplaces.
- Ebay: New and used books.