Weak convergence (IA): sequences of random vectors

DOI10.16929/STS/2021.003MaRDI QIDQ6198787zbMATH OpenFDO

Authors

Publication date 21 March 2024

Full work available at URL https://arxiv.org/abs/1610.05415, https://projecteuclid.org/ebooks/spas-textbooks-series/Weak-Convergence-IA-Sequences-of-Random-Vectors/toc/10.16929/sts/2021.003

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Probability measures on topological spaces (60B05) Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Recommendations

• Weak convergence and its application
• scientific article; zbMATH DE number 1354815
• scientific article; zbMATH DE number 3855419
• Weak convergence of stochastic processes. With applications to statistical limit theorems
• scientific article; zbMATH DE number 4176108

Cited in

(1)

• Wavelet-based estimation of long-memory parameter in stochastic volatility models using a robust log-periodogram

This page was built for publication: Weak convergence (IA): sequences of random vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6198787)