Martingale methods in statistics
Auteur :
Nishiyama, Yoichi
Éditeur :
Taylor & Francis Inc
ISBN :
9781466582811
Date de publication :
24 nov. 2021
Dimensions :
23,4 x 15,6 cm
Poids :
640 g
Langue :
Anglais
Pays d'origine :
USA
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.