Martingale Methods in Statistics - Yoichi Nishiyama
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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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Description
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.
More Information
| Author | Yoichi Nishiyama |
|---|---|
| Publisher | CRC Press |
| Release year | 2021 |
| Cover type | Hardcover |
| EAN | 9781466582811 |