ABSTRACT
This monograph of carefully collected articles reviews recent developments in theoretical and applied statistical science, highlights current noteworthy results and illustrates their applications; and points out possible new directions to pursue. With its enlightening account of statistical discoveries and its numerous figures and tables, Probabili
TABLE OF CONTENTS
part |2 pages
PART I APPROXIMATION, O UNDS, AND NEQUALITIES
chapter 3|2 pages
Applications of Compound Poisson Approximation .-I. U . Rurhotrr, 0. C:hr!j.scsaplaino~u, a ~ ~ d E:. Vu,qgclato~u
E. Vaggelatou 5 EOMOk7) + ElMl(L7) > 0 and for all bounded g N R. where ML(g) := + 1) &v(P,Q ) :=
chapter |5 pages
Colnpound Poisson Approximation for Sums of Depe12dent Raadorn Variables
..., are "weakly" dependent. S1lcl.1 problems
chapter |4 pages
H.c le la Pcrla and Tze L
a := < > 0 such that bm/I'(I- a > 6. Sincc lirn,,, l/I'(l > 1; > rjS) 5
chapter |2 pages
S.K orolyuk and K. Limnios
2 defined by the generator 1 ,5 2 which is uniformly ergodic in every class X 5 5 and PI &(z.
chapter |7 pages
Coin tegration of Econon~ic
CT Rcgrcssiorr rnotlels and sim~dta.neouse quations nrodcls
chapter |1 pages
Yo.Y1,. .YT. B
Yt-l. 20.6 Nonstationary Models 1. This is the case when B Yt=Yt-l+Z,. Yo = &YtYi= =
chapter |8 pages
T. Since the process {XT,,
clr and are real valued ant1 positive scql~criccsa pproitchi~~zegr o
part |2 pages
PART V INFERENCE APPLICATIONS
