Self-Normalized Processes Limit Theory and Statistical Applications |
|
| Author:
| Peña, Victor H.
Lai, Tze Leung
Shao, Qi-Man |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-3-540-85635-1 |
| Publication Date: | Jan 2009 |
| Publisher: | Springer Berlin / Heidelberg
|
| Imprint: | Springer |
| Book Format: | Hardback |
| List Price: | USD $139.99 |
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.