Martingale Methods in Statistics (ePub)

Name: Martingale Methods in Statistics
Brand: Taylor & Francis
SKU: 140686403
Price: 66.99 EUR
Availability: OnlineOnly

(Sprache: Englisch)

Autor: Yoichi Nishiyama

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Martingale Methods in Statistics, Yoichi Nishiyama

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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...

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Autoren-Porträt von Yoichi Nishiyama

Yoichi Nishiyama is a professor in mathematical statistics and probability at the School of International Liberal Studies of Waseda University; he is also engaged in the education of master's and doctoral students at the Department of Pure and Applied Mathematics at the same university. Prior to his assignment to Waseda University, he worked at the Institute of Statistical Mathematics, Tokyo, from 1994 to 2015. He was the Editor-in-Chief of Journal of the Japan Statistical Society and a Co-Editor of Annals of the Institute of Statistical Mathematics and he received the JSS Ogawa Award from the Japan Statistical Society in 2009.