Self-Normalized Processes Limit Theory and Statistical Applications |
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| Author:
| Peña, Victor H.
Lai, Tze Leung
Shao, Qi-Man
Peña, Victor H. |
| Series title: | Probability and Its Applications Ser. |
| ISBN: | 978-3-540-85636-8 |
| Publication Date: | Dec 2008 |
| Publisher: | Springer London, Limited
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| Book Format: | Ebook |
| List Price: | USD $89.99 |
Book Description:
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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.