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Asymptotic Laws and Methods in Stochastics A Volume in Honour of Miklós Csörgő /

This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art o...

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Corporate Author: SpringerLink (Online service)
Other Authors: Dawson, Donald. (Editor, http://id.loc.gov/vocabulary/relators/edt), Kulik, Rafal. (Editor, http://id.loc.gov/vocabulary/relators/edt), Ould Haye, Mohamedou. (Editor, http://id.loc.gov/vocabulary/relators/edt), Szyszkowicz, Barbara. (Editor, http://id.loc.gov/vocabulary/relators/edt), Zhao, Yiqiang. (Editor, http://id.loc.gov/vocabulary/relators/edt)
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2015.
Edition:1st ed. 2015.
Series:Fields Institute Communications, 76
Subjects:
Probabilities.
Probability Theory and Stochastic Processes.
Online Access:https://doi.org/10.1007/978-1-4939-3076-0
Table of Contents:
  • Preface
  • Weak Convergence of Self-normalized Sums Processes (M. Csörgő, Z. Hu)
  • Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables (D. Deng, Z. Hu)
  • The Self-normalized Asymptotic Results for Linear Processes (M. Peligrad, H. Sang)
  • Some results and problems for anisotropic random walk on the plane (E. Csáki, A. Földes, P. Révész)
  • On the Area of the Largest Square Covered by a Comb-Random-Walk (P. Révész)
  • A Compensator Characterization of Planar Point Processes (G. Ivanoff)
  • Central Limit Theorem Related to MDR-method (A. Bulinski)
  • An Extension of a Theorem of Hechner and Heinkel (D. Li, Y. Qi, A. Rosalsky)
  • Quenched Invariance Principles via Martingale Approximation (M. Peligrad)
  • An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model (Q. Wang)
  • Change Point Detection with Stable AR(1) Errors (A. Bazarova, I. Berkes, L. Horvath)
  • Change-point Detection Under Dependence Based on Two-sample U-statistics (H. Dehling, R. Fried, I. Garcia, M. Wendler)
  • Time Series Models in Change Point Detection Tests (E. Gombay)
  • Diagnostic Test for Innovations of ARMA Musing Empirical processes of Residuals (K. Ghoudi, B. Remillard)
  • Short Range and Long Range Dependence (M. Rosenblatt)
  • Kernel Method for Stationary Tails: from Discrete to Continuous (H. Dai, D. Dawson, Y. Zhao)
  • Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes (P. Glynn, R. Wang)
  • Kellerer's Theorem Revisited (F. Hirsch, B. Roynette, M. Yor)
  • Likelihood and Ranking Methods (M. Alvo)
  • Asymptotic and Finite-sample Properties in Statistical Estimation (J. Jurečková)
  • Publications of Miklόs Csörgő.

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