Martingale methods in statistics
Auteur :
Nishiyama, Yoichi
Éditeur :
Taylor & Francis Ltd
ISBN :
9781032146041
Date de publication :
27 mai 2024
Dimensions :
23,4 x 15,6 cm
Poids :
420 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.