Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós Csörgő

Front Matter....Pages i-xvi
Front Matter....Pages 1-1
Weak Convergence of Self-normalized Partial Sums Processes....Pages 3-15
Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables....Pages 17-41
The Self-normalized Asymptotic Results for Linear Processes....Pages 43-51
Front Matter....Pages 53-53
Some Results and Problems for Anisotropic Random Walks on the Plane....Pages 55-75
On the Area of the Largest Square Covered by a Comb-Random-Walk....Pages 77-85
A Compensator Characterization of Planar Point Processes....Pages 87-109
Front Matter....Pages 111-111
Central Limit Theorem Related to MDR-Method....Pages 113-128
An Extension of Theorems of Hechner and Heinkel....Pages 129-147
Quenched Invariance Principles via Martingale Approximation....Pages 149-165
An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model....Pages 167-176
Front Matter....Pages 177-177
Change Point Detection with Stable AR(1) Errors....Pages 179-193
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics....Pages 195-220
Binary Time Series Models in Change Point Detection Tests....Pages 221-235
Front Matter....Pages 237-237
Diagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals....Pages 239-282
Short Range and Long Range Dependence....Pages 283-294
Front Matter....Pages 295-295
Kernel Method for Stationary Tails: From Discrete to Continuous....Pages 297-327
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes....Pages 329-345
Kellerer’s Theorem Revisited....Pages 347-363
Front Matter....Pages 365-365
Empirical Likelihood and Ranking Methods....Pages 367-377
Asymptotic and Finite-Sample Properties in Statistical Estimation....Pages 379-387
Back Matter....Pages 389-406