From International Press
Advanced Lectures in Mathematics, Vol. 2
Asymptotic Theory in Probability and Statistics with Applications
Edited by
Tze Leung Lai (Stanford University)
Lianfen Qian (Florida Atlantic University)
Qi-Man Shao (University of Oregon)
A collection of 18 papers, many of which are surveys, on asymptotic theory in probability and statistics, with applications to a wide variety of problems. This volume comprises three parts: limit theorems, statistics and applications, and mathematical finance and insurance. It is intended for graduate students in probability and statistics, and for researchers in related areas.
Publication Details
Hardcover. 533 pages.
ISBN-13: 978-1-57146-169-8
ISBN-10: 1-57146-169-8
2000 MSC: 46N30
Published: April 2008
Publisher: International Press of Boston
List price: $95.00
Table of Contents
- Part I: Limit Theorems
- Self-normalized Limit Theorems in Probability and Statistics
(Tze Leung Lai, Qi-Man Shao) - Asymptotic Analysis of Random Partitions
(Zhonggen Su) - Limit Theorems on Adaptive Designs in Clinical Trials
(Li-Xin Zhang) - Functional Limit Theorems for Gaussian Processes
(Wensheng Wang) - Strong Local Nondeterminism and Sample Path Properties of Gaussian Random Fields
(Yimin Xiao) - Large Deviations for Two-Parameter Gaussian Processes Related to Change-Point Analysis
(Bin Chen, Miklós Csörgö) - Intersection Local Times: Large Deviations and Laws of the Iterated Logarithm
(Xia Chen) - Limit Theorems for U-Statistics
(Bing-Yi Jing)
- Self-normalized Limit Theorems in Probability and Statistics
- Part II: Statistics and Applications
- On the Inverse Problem for the t-Statistic
(Zhenhai Yang, Kai-Tai Fang, Samuel Kotz) - Statistical Analysis for Rounded Data
(Zhidong Bai, Shurong Zheng, Baoxue Zhang, Guorog Hu) - Piecewise Regression Models: Estimation Theory and Applications
(Lianfen Qian) - Estimation in Partially Linear Models With Missing Data: A Review
(Suojin Wang, Hua Liang, Lei Jin) - Asymptotic Methods in Nonlinear Time Series Models
(Hao Yu) - Nonparametric Classification and Probabilistic Classifier with Environmental and Remote Sensing Applications
(Jun Yu, Bo Ranneby) - Mixed Linear Model Approaches for Complex Trait Analysis
(Jian Yang, Jun Zhu)
- On the Inverse Problem for the t-Statistic
- Part III: Mathematical Finance and Insurance
- Inference and Computation for Stochastic Volatility Models Related to Option Pricing
(Chuanshu Ji) - A Selective Overview of Applications of Choquet Integrals
(Zengwu Wang, Jia-An Yan) - Some Recent Developments in Actuarial Science
(Hailiang Yang)
About the Series
Published jointly by International Press and by Higher Education Press of China, the Advanced Lectures in Mathematics (ALM) series brings the latest mathematical developments worldwide to both researchers and students. Each volume consists of either an expository monograph or a collection of significant introductions to important topics. The ALM series emphasizes discussion of the history and significance of each topic discussed, with an overview of the current status of research, and presentation of the newest cutting-edge results.
Other volumes in the Advanced Lectures in Mathematics series
Vol. 7. Handbook of Geometric Analysis, No. 1
Vol. 6. Geometry, Analysis and Topology of Discrete Groups
Vol. 5. Fourth International Congress of Chinese Mathematicians (2007)
Vol. 4. Variational Principles for Discrete Surfaces
Vol. 3. Computational Conformal Geometry
To order
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Or write to: Attn: Customer Service, International Press, P.O. Box 43502, Somerville, MA 02143, USA. - Inference and Computation for Stochastic Volatility Models Related to Option Pricing