Dawson D., Kulik R., Haye M.O., Szyszkowicz B., Zhao Y. (eds.) Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós Csörgo

New York: Springer, 2015. - 406p.This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts.
The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.Weak Convergence of Self-normalized Partial Sums Processes
Precise Asymptotics in Strong Limit Theorems for Self-normalized Sums of Multidimensionally Indexed Random Variables
The Self-normalized Asymptotic Results for Linear ProcessesSome Results and Problems for Anisotropic Random Walks on the Plane
On the Area of the Largest Square Covered by a Comb-Random-Walk
A Compensator Characterization of Planar Point ProcessesCentral Limit Theorem Related to MDR-Method
An Extension of Theorems of Hechner and Heinkel
Quenched Invariance Principles via Martingale Approximation
An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression ModelChange Point Detection with Stable AR(1) Errors
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics
Binary Time Series Models in Change Point Detection TestsDiagnostic Tests for Innovations of ARMA Models Using Empirical Processes of Residuals
Short Range and Long Range DependenceKernel Method for Stationary Tails: From Discrete to Continuous
Central Limit Theorems and Large Deviations for Additive Functionals of Reflecting Diffusion Processes
Kellerer’s Theorem RevisitedEmpirical Likelihood and Ranking Methods
Asymptotic and Finite-Sample Properties in Statistical Estimation