Description: Martingale Methods in Statistics, Paperback by Nishiyama, Yoichi, ISBN 1032146044, ISBN-13 9781032146041, Like New Used, Free shipping in the US 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.
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Book Title: Martingale Methods in Statistics
Author: Nishiyama, Yoichi
Language: English
