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portada Martingale Approximation
Type
Physical Book
Publisher
Author
Year
1997
Language
English
Pages
333
Format
Hardcover
ISBN13
9789067642712
Edition No.
2018
Categories

Martingale Approximation

Yu V Borovskikh; V S Korolyuk (Author) · Walter De Gruyter · Hardcover

Martingale Approximation - Yu V Borovskikh; V S Korolyuk

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Synopsis "Martingale Approximation "

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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