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Martingale Methods in Statistics
Martingale Methods in Statistics
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Excellent- More about Martingale Methods in Statistics
Format: Paperback / softback
Length: 260 pages
Publication date: 27 May 2024
Publisher: Taylor & Francis Ltd
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.
Weight: 406g
Dimension: 154 x 234 x 18 (mm)
ISBN-13: 9781032146041
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