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Martingale Methods In Statistics Chapman Hallcrc Monographs On Statistics And Applied Probability 1st Edition Nishiyama

  • SKU: BELL-35468388
Martingale Methods In Statistics Chapman Hallcrc Monographs On Statistics And Applied Probability 1st Edition Nishiyama
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Martingale Methods In Statistics Chapman Hallcrc Monographs On Statistics And Applied Probability 1st Edition Nishiyama instant download after payment.

Publisher: Chapman and Hall/CRC
File Extension: PDF
File size: 4.85 MB
Pages: 260
Author: Nishiyama, Yoichi
ISBN: 9781466582811, 1466582812
Language: English
Year: 2021
Edition: 1

Product desciption

Martingale Methods In Statistics Chapman Hallcrc Monographs On Statistics And Applied Probability 1st Edition Nishiyama by Nishiyama, Yoichi 9781466582811, 1466582812 instant download after payment.

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. In addition, the book presents some general theories for semiparametric Z-estimation and semiparametric change point problem, with new examples.

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