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Martingale Methods in Statistics (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) PDF

260 Pages·2021·4.8535 MB·other
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Preview Martingale Methods in Statistics (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

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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.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.