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Asymptotic Methods in Stochastics: Festschrift for Miklós Csörgő
About this Title
Lajos Horváth, University of Utah, Salt Lake City, UT and Barbara Szyszkowicz, Carleton University, Ottawa, ON, Canada, Editors
Publication: Fields Institute Communications
Publication Year:
2004; Volume 44
ISBNs: 978-0-8218-3561-6 (print); 978-1-4704-3078-8 (online)
DOI: https://doi.org/10.1090/fic/044
MathSciNet review: MR2106845
MSC: Primary 60-06
ReadershipTable of Contents
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Front/Back Matter
Path properties of stochastic processes
- Endre Csáki, Antónia Földes and Zhan Shi – Our joint work with Miklós Csörgő
- Davar Khoshnevisan – Brownian sheet and quasi-sure analysis
- Giovanni Peccati and Marc Yor – Hardy’s inequality in $L^2([0,1])$ and principal values of Brownian local times
- Giovanni Peccati and Marc Yor – Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge
- P. Révész – Tell me the values of a Wiener at integers, I tell you its local time
Probability theory with applications
- R. Bhansali, M. Holland and P. Kokoszka – Chaotic maps with slowly decaying correlations and intermittency
- Youri Davydov and Vygantas Paulauskas – Recent results on $p$-stable convex compact sets with applications
- Youri Davydov and Ričardas Zitikis – Convex rearrangements of random elements
- D. Dawson, L. Gorostiza and A. Wakolbinger – Hierarchical random walks
- Kenneth Ross and Qi-Man Shao – On Helgason’s number and Khintchine’s inequality
Complete convergence of renewal counting processes and bootstrap means
- Allan Gut and Josef Steinebach – Convergence rates and precise asymptotics for renewal counting processes and some first passage times
- Sándor Csörgő – On the complete convergence of bootstrap means
Weak convergence of random size sums, almost sure stability of weighted maxima
- Iwona Ćwiklińska and Zdzisław Rychlik – Weak convergence of random sums and maximum random sums under nonrandom norming
- R. Tomkins – Criteria for the almost sure stability of weighted maxima of bounded i.i.d. random variables
Procedures for detecting changes in statistical models
- Marie Hušková – Permutation principle and bootstrap in change point analysis
- Emad-Eldin Aly – Change point detection based on $L$-statistics
- Eshetu Atenafu and Edit Gombay – Sequential tests for change in the parameters of nested random effects model
- Markus Orasch – Using U-statistics based processes to detect multiple change-points
Statistical inference via conditional quantiles, cumulative sums, multinomial samples, and empirical processes
- Emanuel Parzen – Statistical methods learning and conditional quantiles
- Murray Burke – Testing regression models: A strong martingale approach
- André Dabrowski and Herold Dehling – Conditional distribution of the H-coefficient in nonparametric unfolding models
- Kilani Ghoudi and Bruno Rémillard – Empirical processes based on pseudo-observations II: The multivariate case
Applications to economics
- Itsván Berkes, Lajos Horváth and Piotr Kokoszka – Probabilistic and statistical properties of GARCH processes
- Reg Kulperger – Stochastic finance: Discrete time processes and risk neutral pricing
- Don McLeish – Estimating the correlation of processes using extreme values
- Hao Yu – Analyzing residual processes of (G)ARCH time series models
Self-normalized partial sums processes
- Miklós Csörgő, Barbara Szyszkowicz and Qiying Wang – On weighted approximations and strong limit theorems for self-normalized partial sums processes
- Qiying Wang – On Darling-Erdős type theorems for self-normalized sums