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Martingale Approximation (Hardcover, Reprint 2018) Loot Price: R4,830
Discovery Miles 48 300
Martingale Approximation (Hardcover, Reprint 2018): Yu. V. Borovskikh, V S Korolyuk

Martingale Approximation (Hardcover, Reprint 2018)

Yu. V. Borovskikh, V S Korolyuk

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Loot Price R4,830 Discovery Miles 48 300 | Repayment Terms: R453 pm x 12*

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01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. Limit theorems for semimartingales form the basis of the martingale approximation approach. The methods of martingale approximation addressed in this book pertain to estimates of the rate of convergence in the central limit theorem and in the invariance principle. Some applications of martingale approximation are illustrated by the analysis of U-statistics, rank statistics, statistics of exchangeable variables and stochastic exponential statistics. Simplified results of stochastic analysis are given for use in investigations of many applied problems, including mathematical statistics, financial mathematics, mathematical biology, industrial mathematics and engineering.

General

Imprint: VSP International Science Publishers
Country of origin: Netherlands
Release date: February 1997
First published: 1997
Authors: Yu. V. Borovskikh • V S Korolyuk
Dimensions: 250mm (L)
Format: Hardcover
Pages: 333
Edition: Reprint 2018
ISBN-13: 978-90-6764-271-2
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 90-6764-271-1
Barcode: 9789067642712

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