Self-normalized processes: limit theory and statistical applications
Auteur :
Peña, Victor H. / Lai, Tze Leung / Shao, Qi-Man
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540856351
Date de publication :
28 janv. 2009
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Allemagne
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.