Martingale Methods in Statistics (PDF)
(Sprache: Englisch)
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...
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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.
Autoren-Porträt von Yoichi Nishiyama
Yoichi Nishiyama is a professor in mathematical statistics and probability at the School of International Liberal Studies of Waseda University; he is also engaged in the education of master's and doctoral students at the Department of Pure and Applied Mathematics at the same university. Prior to his assignment to Waseda University, he worked at the Institute of Statistical Mathematics, Tokyo, from 1994 to 2015. He was the Editor-in-Chief of Journal of the Japan Statistical Society and a Co-Editor of Annals of the Institute of Statistical Mathematics and he received the JSS Ogawa Award from the Japan Statistical Society in 2009.
Bibliographische Angaben
- Autor: Yoichi Nishiyama
- 2021, 1. Auflage, 260 Seiten, Englisch
- Verlag: Taylor & Francis
- ISBN-10: 1466582820
- ISBN-13: 9781466582828
- Erscheinungsdatum: 23.11.2021
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- Dateiformat: PDF
- Grösse: 4.74 MB
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Sprache:
Englisch
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