Asymptotic Stochastics (Record no. 64331)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04387nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-3-662-68923-3 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20251030113236.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 241019s2024 gw | s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783662689233 |
| -- | 978-3-662-68923-3 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-3-662-68923-3 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | thema |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | thema |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Henze, Norbert. |
| Relator term | author. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 9 (RLIN) | 86296 |
| 245 10 - TITLE STATEMENT | |
| Title | Asymptotic Stochastics |
| Medium | [electronic resource] : |
| Remainder of title | An Introduction with a View towards Statistics / |
| Statement of responsibility, etc. | by Norbert Henze. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2024. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2024. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XIX, 467 p. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS | |
| File type | text file |
| Encoding format | |
| Source | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Mathematics Study Resources, |
| International Standard Serial Number | 2731-3832 ; |
| Volume/sequential designation | 10 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preface -- List of Symbols -- 1 Prerequisites from Probability Theory -- 2 A Poisson Limit Theorem for Triangular Arrays -- 3 The Method of Moments -- 4 A Central Limit Theorem for Stationary m-Dependent Sequences -- 5 The multivariate normal distribution -- 6 Convergence in Distribution and Central Limit Theorem in Rd -- 7 Empirical Distribution Function -- 8 Limit Theorems for U-Statistics -- 9 Basic Concepts of Estimation Theory -- 10 Maximum Likelihood Estimation -- 11 Asymptotic (relative) efficiency of estimators -- 12 Likelihood Ratio Tests -- 13 Probability Measures on Metric Spaces -- 14 Convergence of Distributions in Metric Spaces -- 15 Wiener Process, Donsker’s Theorem, and Brownian Bridge -- 16 The Space D[0,1], Empirical Processes -- 17 Random Elements in Separable Hilbert Spaces -- Afterword -- Solutions to the Problems -- Bibliography -- Index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master's degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor's degree course. In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker's theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics. The book is deliberately designed for self-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions. The Author Norbert Henze is a retired professor of stochastics at the Karlsruhe Institute of Technology (KIT). He was awarded the Ars legendi Faculty Prize 2014 for excellent university teaching in mathematics. This book is a translation of an original German edition. The translation was done with the help of artificial intelligence (machine translation by the service DeepL.com). A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65724 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65982 |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 67428 |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | |
| 9 (RLIN) | 65982 |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer Nature eBook |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783662689226 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Printed edition: |
| International Standard Book Number | 9783662689240 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Mathematics Study Resources, |
| International Standard Serial Number | 2731-3832 ; |
| Volume number/sequential designation | 10 |
| 9 (RLIN) | 81153 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://doi.org/10.1007/978-3-662-68923-3">https://doi.org/10.1007/978-3-662-68923-3</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SXMS |
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