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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.
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