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  • Asymptotic Theory in Probability and Sta Tze Leung Lai, Lian
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    • 作者: 其他作者著
    • 出版社:高等教育出版社
    • ISBN:9783570895286
    • 版权提供:高等教育出版社
    Asymptotic Theory in Probability and Sta
    作者: Tze Leung Lai, Lianfen Qian, Q
    出版社: 高等教育出版社
    ISBN: 9787040221527 开本: 16开
    出版日期:2007年6月 装帧: 精装
    定价: 68.00 版次: 1
    字数: 540千字 是否套装: 否
    页码: 533 套装数量: 0

    本文集涉及极限理论在概率、统计各个方面的应用,由众多国内外知名学者最新撰写的18篇英文文章组成,共包括3个部分:极限理论、应用统计及金融数学主题。其中很多文章是综述性的,每篇文章对所涉及主题的介绍都尽量详实、逻辑严密,真正展示最新理论的发展,适合概率统计专业研究生及相关专业研究人员作参考。

    This volume is a collection of 18 papers on asymptotic theory in probability, statistics and their applications to a wide variety of problems.It contains three parts, limit theorems, statistics and applications, mathematical finance and Insurance.Most papers are survey papers and the volume is intended for graduate students in probability and statistics and researchers in related areas.

    Front Matter
    Part I: Limit Theorems
      Tze Leung Lai, Qi-Man Shao: Self-normalized Limit Theorems in Probability and Statistics
      Zhonggen Su: Asymptotic Analysis of Random Partitions
      Li-Xin Zhang: Limit Theorems on Adaptive Designs in Clinical Trials
      Wensheng Wang: Functional Limit Theorems for Gaussian Processes
      Yimin Xiao: Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
      Bin Chen, Miklós Cs?rg□: Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
      Xia Chen: Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
      Bing-Yi JING: Limit Theorems for U-Statistics
    Part II: Statistics and Applications
      Zhenhai Yang, Kai-Tai Fang, Samuel Kotz: On the Inverse Problem for the t-Statistic
      Zhidong Bai, Shurong Zheng, Baoxue Zhang, Guorog Hu: Statistical Analysis for Rounded Data
      Lianfen Qian: Piecewise Regression Models: Estimation Theory and Applications
      Suojin Wang, Hua Liang, Lei Jin: Estimation in Partially Linear Models With Missing Data: A Review
      Hao Yu: Asymptotic Methods in Nonlinear Time Series Models
      Jun Yu, Bo Ranneby: Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing Applications
      Jian Yang, Jun Zhu: Mixed Linear Model Approaches for Complex TTait Analysis
    Part III: Mathematical Finance and Insurance
      Chuanshu Ji: Inference and Computation for Stochastic Volatility Models Related to Option Pricing
      Zengwu Wang, Jia-An Yan: A Selective Overview of Applications of Choquet Integrals
      Hailiang Yang: Some Recent Developments in Actuarial Science

    数学高级讲义ALM

    适合概率统计专业研究生及相关专业

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