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Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Martingale Methods in Statistics

Nishiyama, Yoichi (School of International Liberal Studies, Faculty of International Research and Education, Waseda University)

Martingale Methods in Statistics

Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Martingale Methods in Statistics

Chapman & Hall/CRC Monographs on Statistics and Applied Probability: Martingale Methods in Statistics

 

This gives a comprehensive introduction to the (standard) statistical analysis based on the theory of martingales and develops entropy methods in order to treat dependent data in the framework of martingales.


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Beschrijving Chapman & Hall/CRC Monographs on Statistics and Applied Probability: Martingale Methods in Statistics

This gives a comprehensive introduction to the (standard) statistical analysis based on the theory of martingales and develops entropy methods in order to treat dependent data in the framework of martingales. The author starts a summary of the martingale theory, and then proceeds to give full proofs of the martingale central limit theorems.


ISBN
9781466582811
Pagina's
260
Verschenen
Serie
Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Rubriek
Exacte wetenschappen/natuurwetenschappen
Druk
1
Uitvoering
Hardback
Taal
Engels
Uitgever
Taylor & Francis Inc

Exacte wetenschappen/natuurwetenschappen