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Martingale Methods in Statistics - Yoichi (School of International Liberal Studies Nishiyama - Bog

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.
  • 18. december 2024
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  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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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