Open AccessBook
Convergence of Probability Measures
Patrick Billingsley
- 01 Jan 1968
14.9K
TL;DR: Weak Convergence in Metric Spaces as discussed by the authors is one of the most common modes of convergence in metric spaces, and it can be seen as a form of weak convergence in metric space.
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Abstract: Weak Convergence in Metric Spaces. The Space C. The Space D. Dependent Variables. Other Modes of Convergence. Appendix. Some Notes on the Problems. Bibliographical Notes. Bibliography. Index.
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The continuum limit of critical random graphs
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TL;DR: A Primer on Feller Semigroups and Feller Processes as discussed by the authors, including Feller Generators and Symbols, construction of Feller processes, Transformations of Fell Processes, Sample Path Properties, Global Properties, Approximation, and Open Problems.
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Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model
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A multiple-threshold AR(1) model
TL;DR: In this paper, the model Zt = φ (0, k)+ φ(1, k)Zt −1 + at (k) was considered and the least squares estimators of the model parameters were derived and, under mild regularity conditions, were shown to be strongly consistent and asymptotically normal.
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