Asymptotic methods in probability and statistics : a volume in honor of Miklós Csörgö

Content: 
Preface, Pages vii-xvi, Barbara Szyszkowicz
List of contributors, Pages xxiii-xxxiii
Rényi-mixing of occupation times, Pages 3-12, Sándor Csörgő
Limit Theorems for Maximal Random Sums, Pages 13-29, Piotr Kowalski, Zdzisŀaw Rychlik
Limit theorems for partial sums of quasi-associated random variables, Pages 31-48, Thomas M. Lewis
On the Central Limit Theorem for Triangular Arrays of ϕ-Mixing Sequences, Pages 49-55, Magda Peligrad
Results and problems related to the pointwise central limit theorem, Pages 59-96, I. Berkes
On two ergodic properties of self-similar processes, Pages 97-111, E. Csáki, A. Földes
Jump diffusion approximation for a Markovian transport model, Pages 115-125, André Robert Dabrowski, Herold Dehling
On the Local Oscillations of Empirical and Quantile Processes, Pages 127-134, Paul Deheuvels
Strong Approximations in Queueing Theory, Pages 135-150, Peter W. Glynn
Applications of Weighted Approximations Via Quantile Inequalities, Pages 151-167, Galen R. Shorack
Emprical Processes Based on Pseudo-Observations, Pages 171-197, Kilani Ghoudi, Bruno Remillard
A uniform Marcinkiewicz-Zygmund strong law of large numbers for empirical processes, Pages 199-211, P. Massart, E. Rio
On the comparison of theoretical and empirical distribution functions, Pages 213-231, Lajos Takács
A random walk on a random walk path, Pages 235-242, Karl Grill
Long Excursions and Iterated Processes, Pages 243-249, Pál Révész
Integral Tests for Some Processes Related to Brownian Motion, Pages 253-279, Stanislav Keprta
A lim inf result for the Brownian motion, Pages 281-292, Wenbo V. Li
On the increments of ∞l-valued Gaussian processes, Pages 293-302, Z.Y. Lin, Y.C. Qin
A note on how small are the increments of a fractional Wiener process?, Pages 303-310, C.-R. Lu, H. Yu
On a conjecture of Révész and its analogue for renewal processes, Pages 311-322, J. Steinebach
Asymptotic Results for Self-Similar Markov Processes, Pages 323-340, Yimin Xiao
On Strassen\'s Version of the Law of the Iterated Logarithm for the Two-Parameter Wiener Process, Pages 343-358, Bin Chen
A Maximal Inequality and Tightness for Multiparameter Stochastic Processes, Pages 359-369, B. Gail Ivanoff, N.C. Weber
On asymptotic independence of partial sums, Pages 373-381, E. Csáki, A. Földes
- Limiting Sigma-Algebras≡Some Counterexamples, Pages 383-385, D.L. Hanson
Convergence in law and convergence of moments: An example related to Bessel processes, Pages 387-397, Yueyun Hu, Marc Yor
Analytic aspects of multilevel large deviations, Pages 401-440, D.A. Dawson, J. Gärtner
Large deviation upper bound and its application to measure valued processes, Pages 441-451, Shui Feng
Gaussian Measure of a Small Ball and Capacity in Wiener Space, Pages 453-465, Davar Khoshnevisan, Zhan Shi
Recent Developments on Self-normalized Limit Theorems, Pages 467-480, Qi-Man Shao
On the time and direction of stochastic bifurcation, Pages 483-500, Krzysztof Burdzy, David M. Frankel, Ady Pauzner
Change point tests for randomly censored data, Pages 503-513, Emad-Eldin A.A.Aly
Weighted Approximations of Parameters-Estimated Empirical Processes and Changepoint Analysis, Pages 515-549, José Andrés Correa
The Application of Change Point Tests to Data Occurring in Fair Hiring Cases, Pages 551-562, Boris Freidlin, Joseph L. Gastwirth
Parameter estimated standardized U-statistics, Pages 563-576, Edit Gombay, Lajos Horváth
Remarks on test procedures for gradual changes, Pages 577-583, M. Hušková
Tests for Constancy of a Mean, Pages 585-594, F. Lombard
Non-parametric Models for Non-smooth Functions, Pages 595-609, Hans-Georg Müller
Statistical Methods Mining, Two Sample Data Analysis, Comparison Distributions, and Quantile Limit Theorems, Pages 611-617, Emanuel Parzen
On the Cox regression, Pages 621-637, Lídia Rejtő, Gábor Tusnády
Some Further Results on the Limiting Proportion of Types, Pages 639-646, Mark D. Rothmann, Ralph P. Russo
Estimation of percentile residual lifetime processes for stationary observations, Pages 647-666, H. Yu
The Vervaat process, Pages 667-694, Ričardas Zitikis
A Gaussian Bootstrap Approach to Estimation and Tests, Pages 697-706, Murray D. Burke
Tabulating Weighted sup-Norm Functionals of Brownian Bridges via Monte Carlo Simulation, Pages 707-719, Brian J. Eastwood, Vera R. Eastwood
Upper and lower bounds for the tail of the invariant distribution of some AR(1) processes, Pages 723-730, George Haiman
Non Gaussian Autoregressive and Moving Average Schemes, Pages 731-737, Murray Rosenblatt
A Regression Residual Process, Pages 741-757, R.J. Kulperger
A note on nonparametric estimations, Pages 759-774, Péter Major, Lídia Rejtő
Convergence Rates for Maximal Score Estimators in Binary Response Regressions, Pages 775-783, Stephen Portnoy
Applications of Hamming Distance to the Analysis of Block Designs, Pages 787-799, M. Alvo, P. Cabilio
Bayesian Sequential and Fixed Sample Testing of Multihypotheses, Pages 801-809, J. Babb, A. Rogatko, S. Zacks
Vanishing shortcoming of data driven neyman\'s tests, Pages 811-829, Tadeusz Inglot, Wilbert C.M. Kallenberg, Teresa Ledwina
Estimating the tail index, Pages 833-881, Sándor Csörgő, László Viharos
Stability criteria for order statistics of order statistics, Pages 883-889, R.J. Tomkins
This page is intentionally left blank, Page 890