Titlebook: Asymptotic Laws and Methods in Stochastics; A Volume in Honour o Donald Dawson,Rafal Kulik,Yiqiang Zhao Book 2015 Springer Science+Business

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Martingales and Optional Times,of ARMA models is investigated. Multivariate empirical processes based on squared residuals and other functions of the residuals are also investigated. It is shown how these processes can be used to develop distribution free tests of change-point analysis and serial independence. It is also demonstr

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https://doi.org/10.1007/978-1-4939-3076-0applied probability; central limit theorem; change-point problems; functional limit theorems; laws of la

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Donald Dawson,Rafal Kulik,Yiqiang ZhaoContains articles written by prominent scholars who have developed stochastics for the last forty years.Presents new results and recent research developments in important topics in both theoretical an

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1069-5265 laws of large numbers, change-point problems, short and long range dependent?time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Cs?rg?’s list of publications during more than 50 years, since 1962..978-1-4939-5011-9978-1-4939-3076-0Series ISSN 1069-5265 Series E-ISSN 2194-1564