Martingale Methods in Statistics
€93.90
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Product Information
| ISBN | 9781032146041 |
|---|---|
| Publisher | Taylor & Francis Ltd |
| Price (excl. tax) | €88.58 |
| Tax | €5.32 |
| Price (incl. tax) | €93.90 |
| Availability | 1 unit in external warehouse |
Product 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.