Martingale Methods in Statistics - Chapman & Hall/CRC Monographs on Statistics & Applied Probability (Hardback)Yoichi Nishiyama (author)
Hardback 300 Pages / Published: 08/08/2018
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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. In addition, the book presents some general theories for semiparametric Z-estimation and semiparametric change point problem, with new examples.
Publisher: Taylor & Francis Inc
Number of pages: 300
Dimensions: 235 x 156 mm
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