libri scuola books Fumetti ebook dvd top ten sconti 0 Carrello


Torna Indietro

davidson james - stochastic limit theory
Zoom

Stochastic Limit Theory An Introduction for Econometricians




Disponibilità: Normalmente disponibile in 20 giorni
A causa di problematiche nell'approvvigionamento legate alla Brexit sono possibili ritardi nelle consegne.


PREZZO
80,98 €
NICEPRICE
76,93 €
SCONTO
5%



Questo prodotto usufruisce delle SPEDIZIONI GRATIS
selezionando l'opzione Corriere Veloce in fase di ordine.


Pagabile anche con Carta della cultura giovani e del merito, 18App Bonus Cultura e Carta del Docente


Facebook Twitter Aggiungi commento


Spese Gratis

Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 11/2021
Edizione: 2° edizione





Note Editore

Stochastic Limit Theory, published in 1994, has become a standard reference in its field. Now reissued in a new edition, offering updated and improved results and an extended range of topics, Davidson surveys asymptotic (large-sample) distribution theory with applications to econometrics, with particular emphasis on the problems of time dependence and heterogeneity. The book is designed to be useful on two levels. First, as a textbook and reference work, giving definitions of the relevant mathematical concepts, statements, and proofs of the important results from the probability literature, and numerous examples; and second, as an account of recent work in the field of particular interest to econometricians. It is virtually self-contained, with all but the most basic technical prerequisites being explained in their context; mathematical topics include measure theory, integration, metric spaces, and topology, with applications to random variables, and an extended treatment of conditional probability. Other subjects treated include: stochastic processes, mixing processes, martingales, mixingales, and near-epoch dependence; the weak and strong laws of large numbers; weak convergence; and central limit theorems for nonstationary and dependent processes. The functional central limit theorem and its ramifications are covered in detail, including an account of the theoretical underpinnings (the weak convergence of measures on metric spaces), Brownian motion, the multivariate invariance principle, and convergence to stochastic integrals. This material is of special relevance to the theory of cointegration. The new edition gives updated and improved versions of many of the results and extends the coverage of many topics, in particular the theory of convergence to alpha-stable limits of processes with infinite variance.




Sommario

1 - Sets and Numbers
2 - Limits, Sequences, and Sums
3 - Measure
4 - Integration
5 - Metric Spaces
6 - Topology
7 - Probability Spaces
8 - Random Variables
9 - Expectations
10 - Conditioning
11 - Characteristic Functions
12 - Stochastic Processes
13 - Time Series Models
14 - Dependence
15 - Mixing
16 - Martingales
17 - Mixingales
18 - Near-Epoch Dependence
19 - Stochastic Convergence
20 - Convergence in Lp Norm
21 - The Strong Law of Large Numbers
22 - Uniform Stochastic Convergence
23 - Weak Convergence of Distributions
24 - The Classical Central Limit Theorem
25 - CLTs for Dependent Processes
26 - Extensions and Complement
27 - Measures on Metric Spaces
28 - Stochastic Processes in Continuous Time
29 - Weak Convergence
30 - Càdlàg Functions
31 - FCLTs for Dependent Variables
32 - Weak Convergence to Stochastic Integrals




Autore

James Davidson is Emeritus Professor of Econometrics at the University of Exeter.




I LIBRI CHE INTERESSANO A CHI HA I TUOI GUSTI

Thinking, fast and slow
Gmat official guide data insights review 2025–2026 : book + online question bank
Gmat official guide verbal review 2025–2026: book + online question bank



I LIBRI ACQUISTATI DA CHI HA I TUOI GUSTI

Moby dick. level a2
Historia de una gaviota y del gato que le enseno' a volar. nivel a1
Viviamo la cina + mp3 online
Fräulein else. niveau a2/b1
The handmaid's tale . level c1



Altre Informazioni

ISBN:

9780192844507

Condizione: Nuovo
Dimensioni: 236 x 45.0 x 158 mm Ø 1206 gr
Formato: Brossura
Pagine Arabe: 816


Dicono di noi





Per noi la tua privacy è importante


Il sito utilizza cookie ed altri strumenti di tracciamento che raccolgono informazioni dal dispositivo dell’utente. Oltre ai cookie tecnici ed analitici aggregati, strettamente necessari per il funzionamento di questo sito web, previo consenso dell’utente possono essere installati cookie di profilazione e marketing e cookie dei social media. Cliccando su “Accetto tutti i cookie” saranno attivate tutte le categorie di cookie. Per accettare solo deterninate categorie di cookie, cliccare invece su “Impostazioni cookie”. Chiudendo il banner o continuando a navigare saranno installati solo cookie tecnici. Per maggiori dettagli, consultare la Cookie Policy.

Impostazioni cookie
Rifiuta Tutti i cookie
Accetto tutti i cookie
X