Self-Normalized Processes Limit Theory and Statistical Applications |
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| Author:
| Peña, Victor H.
Lai, Tze Leung
Shao, Qi-Man |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-3-642-09926-7 |
| Publication Date: | Nov 2010 |
| Publisher: | Springer
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| Book Format: | Paperback |
| 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.