Self-Normalized Processes Limit Theory and Statistical Applications |
|
| Author:
| Peña, Victor H.
Lai, Tze Leung
Shao, Qi-Man |
| ISBN: | 978-3-540-85635-1 |
| Publication Date: | Oct 2008 |
| Publisher: | Springer London, Limited
|
| Book Format: | Hardback |
| List Price: | AUD $169.95 |
Book Description:
|
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.
This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.