Stochastic Limit Theory

Stochastic Limit Theory

An Introduction for Econometricians

Davidson, James

Oxford University Press

11/2021

816

Mole

Inglês

9780192844507

15 a 20 dias

1206

Descrição não disponível.
I Mathematics
1: Sets and Numbers
2: Limits, Sequences, and Sums
3: Measure
4: Integration
5: Metric Spaces
6: Topology
II Probability
7: Probability Spaces
8: Random Variables
9: Expectations
10: Conditioning
11: Characteristic Functions
III Theory of Stochastic Processes
12: Stochastic Processes
13: Time Series Models
14: Dependence
15: Mixing
16: Martingales
17: Mixingales
18: Near-Epoch Dependence
IV The Law of Large Numbers
19: Stochastic Convergence
20: Convergence in Lp Norm
21: The Strong Law of Large Numbers
22: Uniform Stochastic Convergence
V The Central Limit Theorem
23: Weak Convergence of Distributions
24: The Classical Central Limit Theorem
25: CLTs for Dependent Processes
26: Extensions and Complement
VI The Functional Central Limit Theorem
27: Measures on Metric Spaces
28: Stochastic Processes in Continuous Time
29: Weak Convergence
30: Cadlag Functions
31: FCLTs for Dependent Variables
32: Weak Convergence to Stochastic Integrals
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