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Martingale Methods in Statistics - Chapman & Hall / CRC Monographs on Statistics and Applied Probability Nishiyama, Yoichi (School of International Liberal Studies, Faculty of International Research and Education, Waseda University)
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Martingale Methods in Statistics - Chapman & Hall / CRC Monographs on Statistics and Applied Probability
Nishiyama, Yoichi (School of International Liberal Studies, Faculty of International Research and Education, Waseda University)
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.
260 pages, 9 Line drawings, black and white; 9 Illustrations, black and white
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 27 de mayo de 2024 |
| ISBN13 | 9781032146041 |
| Editores | Taylor & Francis Ltd |
| Páginas | 260 |
| Dimensiones | 234 × 154 × 18 mm · 406 g |
| Lengua | Inglés |
