Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and its Applications)

Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and its Applications)

by Tze Leung Lai (Author), Qi-Man Shao (Author), Victor H. Peña (Author)

Synopsis

This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.

$144.44

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 292
Edition: 2009
Publisher: Springer
Published: 28 Jan 2009

ISBN 10: 3540856358
ISBN 13: 9783540856351