Functional Gaussian Approximation for Dependent Structures (English, Florence Merlevede | Magda Peligrad | Sergey Utev)
by Florence Merlevede | Magda Peligrad | Sergey Utev
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About the Book
Functional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations t…
ISBN: 9780198826941
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