Bibliographic Information

Limit theorems in probability and statistics

edited by I. Berkes, E. Csáki and P. Révész

(Colloquia Mathematica Societatis János Bolyai, 57)

North-Holland Pub. Co , Bolyai János Matematikai Társulat, 1990

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Note

"The Third Hungarian Colloquium on Limit Theorems in Probability and Statistics of the Bolyai János Mathematical Society ... Pécs, Hungary ... July 3-7, 1989"--Pref

Includes bibliographies

Description and Table of Contents

Description

A broad range of problems are addressed in this volume, the main topics being limit theorems for partial sums of random variables, the dependent and independent case, extreme values, empirical processes, local times and time series.

Table of Contents

Some Hitting Probabilities of Random Walks on Z 2 (P. Auer). On the Relative Frequency of Points Visited by Random Walk on Z 2 (P. Auer, P. Revesz). Probability Theory of the Trigonometric System (I. Berkes). Counterexamples to the Central Limit Theorem under Strong Mixing Conditions, II (R.C. Bradley). Bootstrapped Parameter Estimated Quantile Processes L-Estimation Case (M.D. Burke, E. Gombay). A Liminf Result in Strassen's Law of the Iterated Logarithm (E. Csaki). On Confidence Bands for the Quantile Function of a Continuous Distribution Function (M. Csorgo, L. Horvath). Path Properties of Infinite Dimensional Ornstein-Uhlenbeck Processes (M. Csorgo, Z.Y. Lin). Asymptotic Distributions for Vectors of Power Sums (S. Csorgo, L. Viharos). A Bahadur-Kiefer-Type Two Sample Statistic with Applications to Tests of Goodness of Fit (P. Deheuvels, D.M. Mason). Asysmptotic Normality of Semi-Nonparametric Estimators Using Minimization of Cp or Adaptive Polynomial Truncation Selection Procedures (B.J. Eastwood). Some Results on the Almost Sure Behavior of Martingales (U. Einmahl, D.M. Mason). On Some Limit Theorems for Weakly Multiplicative Systems (K. Fukuyama). Strong Approximation Theorems for Estimator Processes in Continuous Time (L. Gerencser). An Entropy Estimate Based on a Kernel Density Estimation (L. Gyorfi, E.C. van der Meulen). A Law of the Iterated Logarithm for Modulus Trimming (E. Haeusler, D.M. Mason). On Whittle's Approximation in Spectral Analysis of Stationary Gaussian Time Series (K. Hornik). Limiting Distributions of Poisson Bridges, Kendall-Kendall Pontograms and Related Processes (V.R. Huse-Eastwood). A Normal Convergence Criterion for Strongly Mixing Stationary Sequences (A. Jakubowski, Z. Szewczak). Asymptotic Normality of Linear-Quadratic Statistics for Gaussian Random Fields (M. Janzura). A Diffusion Approximation for the Quantization Error in Delta Modulation with a Gauss-Markov Signal (T. Koski). The Convergence of Moments in the Martingale Central Limit Theorem (K.S. Kubacki). Weak Convergence of Different Types of Variation for Biparametric Gaussian Processes (J.R. Leon, J. Ortega). Cumulant Spectral Estimates: Bias and Covariance (K.S. Lii, M. Rosenblatt). On the Local Limit Problem for Densities (W. Macht, W. Wolf). A Discrete-Time Analogue of the M/M/1 Queue and the Transient Solution: An Analytic Approach (S.G. Mohanty, W. Panny). A.S. Behavior of the Cesaro Means for Quasi-Orthogonal Random Fields (F. Moricz). Multidimensional Domains of Large Deviations (W.D. Richter). Optimality of BLUE and ABLUE in the Light of the Pitman Closeness of Statistical Estimators (P.K. Sen). The Gamma Process and the Poisson Distribution (F.W. Steutel, J.G.F. Thiemann). A Discrete Ito's Formula (T. Szabados). On the Asymptotic Efficiency of Estimates of Parameters of Regular Densities (D. Vorlickova). Some Limit Results of the Local Time of Wiener Process and Random Walk (Z. Yong).

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