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Martingale Methods in Statistics Chapman Hall CRC Monographs on Statistics and Applied Probabili

by [Nishiyama, Yoichi]

$78.13

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Description

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.

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Product Details

  • Chapman and Hall/CRC Brand
  • May 27, 2024 Pub Date:
  • 9781032146041 ISBN-13:
  • 1032146044 ISBN-10:
  • English Language
  • 9.21 in * 0.55 in * 6.14 in Dimensions:
  • 1 lb Weight: