Elements of Modern Asymptotic Theory with Statistical Applications
Published on 20. May 1993
Book
Hardback
272 pages
978-0-7190-3052-9 (ISBN)
Description
This work is intended for advanced undergraduate students and new graduate students of statistics and econometrics who require a sound working knowledge of the behaviour of statistical estimation and testing procedures in large samples. One of the principal aims of the book is to draw together introductory level type of material and advanced methodology.
More details
Language
English
Place of publication
Manchester
United Kingdom
Target group
College/higher education
Illustrations
references, index
Dimensions
Height: 234 mm
Width: 156 mm
ISBN-13
978-0-7190-3052-9 (9780719030529)
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Schweitzer Classification
Content
Probability and measure; random variables and distributions in statistics; concepts of asymptotic convergence; further asymptotic theory with applications in regression; likelihood and associated concepts; maximum likelihood and asymptotic theory; metric spaces and stochastic processes; Brownian motion and weak convergence; applications of weak convergence; dependent random variables and mixing; dependent sequences and martingales.