Martingale Methods in Statistics

Download or read book Martingale Methods in Statistics written by Yoichi Nishiyama and published by . This book was released on 2017 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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 theory, and then proceeds to give full proofs of the martingale central limit theorems. In addition, the book presents some general theories for semiparametric Z-estimation and semiparametric change point problem, with new examples."--Provided by publisher.