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Martingale Methods in Statistics

af Yoichi (School of International Liberal Studies Nishiyama
Martingale Methods in Statistics af Yoichi (School of International Liberal Studies Nishiyama
Bag om Martingale Methods in Statistics

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781032146041
  • Indbinding:
  • Paperback
  • Sideantal:
  • 260
  • Udgivet:
  • 27. maj 2024
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 399 g.
  • 2-4 uger.
  • 5. december 2024
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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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