Asymptotic methods in stochastics : festschrift for Miklós Csörgő / Lajos Horváth, Barbara Szyszkowicz, editors.

Format:

Book

Conference/Event

Contributor:

Csörgö, M.

Horváth, Lajos, 1956-

Szyszkowicz, Barbara.

Conference Name:

International Conference on Asymptotic Methods in Stochastics (2002 : Ottawa, Ont.)

Series:

Fields Institute communications ; v. 44.

Fields Institute Communications ; v. 44

Language:

English

Subjects (All):

Stochastic processes--Congresses.

Stochastic processes.

Asymptotic expansions--Congresses.

Asymptotic expansions.

Genre:

Conference papers and proceedings.

Festschriften.

Physical Description:

1 online resource (xiv, 530 pages).

Place of Publication:

Providence, R.I. : American Mathematical Society, [2004]

System Details:

Mode of access : World Wide Web

text file

Contents:

Our joint work with Miklós Csörgő Brownian sheet and quasi-sure analysis Hardy's inequality in $L^2([0,1])$ and principal values of Brownian local times Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge Tell me the values of a Wiener at integers, I tell you its local time Chaotic maps with slowly decaying correlations and intermittency Recent results on $p$-stable convex compact sets with applications Convex rearrangements of random elements Hierarchical random walks On Helgason's number and Khintchine's inequality Convergence rates and precise asymptotics for renewal counting processes and some first passage times On the complete convergence of bootstrap means Weak convergence of random sums and maximum random sums under nonrandom norming Criteria for the almost sure stability of weighted maxima of bounded i.i.d. random variables Permutation principle and bootstrap in change point analysis Change point detection based on $L$-statistics Sequential tests for change in the parameters of nested random effects model Using U-statistics based processes to detect multiple change-points Statistical methods learning and conditional quantiles Testing regression models: A strong martingale approach Conditional distribution of the H-coefficient in nonparametric unfolding models Empirical processes based on pseudo-observations II: The multivariate case Probabilistic and statistical properties of GARCH processes Stochastic finance: Discrete time processes and risk neutral pricing Estimating the correlation of processes using extreme values Analyzing residual processes of (G)ARCH time series models On weighted approximations and strong limit theorems for self-normalized partial sums processes On Darling-Erdős type theorems for self-normalized sums

Notes:

Includes bibliographical references.

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Description based on print version record.

Other Format:

Print version: Asymptotic methods in stochastics :

ISBN:

9781470430788

Access Restriction:

Restricted for use by site license.