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 of the field of asymptotic methods in probability and statistics, written by leading experts.
The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and 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 Csörgő’s list of publications during more than 50 years, since 1962.
Author(s): Donald Dawson, Rafal Kulik, Mohamedou Ould Haye, Barbara Szyszkowicz, Yiqiang Zhao (eds.)
Series: Fields Institute Communications 76
Edition: 1
Publisher: Springer-Verlag New York
Year: 2015
Language: English
Pages: XVI, 406
Tags: Probability Theory and Stochastic Processes
Front Matter....Pages i-xvi
Front Matter....Pages 1-1
Weak Convergence of Self-normalized Partial Sums Processes....Pages 3-15
Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables....Pages 17-41
The Self-normalized Asymptotic Results for Linear Processes....Pages 43-51
Front Matter....Pages 53-53
Some Results and Problems for Anisotropic Random Walks on the Plane....Pages 55-75
On the Area of the Largest Square Covered by a Comb-Random-Walk....Pages 77-85
A Compensator Characterization of Planar Point Processes....Pages 87-109
Front Matter....Pages 111-111
Central Limit Theorem Related to MDR-Method....Pages 113-128
An Extension of Theorems of Hechner and Heinkel....Pages 129-147
Quenched Invariance Principles via Martingale Approximation....Pages 149-165
An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model....Pages 167-176
Front Matter....Pages 177-177
Change Point Detection with Stable AR(1) Errors....Pages 179-193
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics....Pages 195-220
Binary Time Series Models in Change Point Detection Tests....Pages 221-235
Front Matter....Pages 237-237
Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals....Pages 239-282
Short Range and Long Range Dependence....Pages 283-294
Front Matter....Pages 295-295
Kernel Method for Stationary Tails: From Discrete to Continuous....Pages 297-327
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes....Pages 329-345
Kellerer’s Theorem Revisited....Pages 347-363
Front Matter....Pages 365-365
Empirical Likelihood and Ranking Methods....Pages 367-377
Asymptotic and Finite-Sample Properties in Statistical Estimation....Pages 379-387
Back Matter....Pages 389-406
