Overview

Full Product Details

Author:   James Davidson (Emeritus Professor of Econometrics, Emeritus Professor of Econometrics, University of Exeter)
Publisher:   Oxford University Press
Imprint:   Oxford University Press
Edition:   2nd Revised edition
Dimensions:   Width: 15.80cm , Height: 4.50cm , Length: 23.60cm
Weight:   1.206kg
ISBN:  

9780192844507

ISBN 10:   0192844504
Pages:   816
Publication Date:   04 November 2021
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   To order  
Stock availability from the supplier is unknown. We will order it for you and ship this item to you once it is received by us.

Table of Contents

I Mathematics 1: Sets and Numbers 2: Limits, Sequences, and Sums 3: Measure 4: Integration 5: Metric Spaces 6: Topology II Probability 7: Probability Spaces 8: Random Variables 9: Expectations 10: Conditioning 11: Characteristic Functions III Theory of Stochastic Processes 12: Stochastic Processes 13: Time Series Models 14: Dependence 15: Mixing 16: Martingales 17: Mixingales 18: Near-Epoch Dependence IV The Law of Large Numbers 19: Stochastic Convergence 20: Convergence in Lp Norm 21: The Strong Law of Large Numbers 22: Uniform Stochastic Convergence V The Central Limit Theorem 23: Weak Convergence of Distributions 24: The Classical Central Limit Theorem 25: CLTs for Dependent Processes 26: Extensions and Complement VI The Functional Central Limit Theorem 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

Reviews

Author Information

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

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions