Martingale Methods in Statistics

93,90 €


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Información del producto

ISBN9781032146041
EditorialTaylor & Francis Ltd
Precio (sin IVA)88,58 €
Impuestos5,32 €
Precio (IVA incluido)93,90 €
Disponibilidad1 Unidad En almacén externo

Descripción del producto

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.