rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Martingale methods in statistics
  title info:
    title: MATHnetBASE
  name:
    name part: Nishiyama, Yoichi
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Taylor & Francis
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: flu
    date issued: 2022
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource : illustrations (black and white).
  abstract: Martingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author's strong desire to present what is not available in other textbooks. While the author chooses to omit the well-known proofs of some of fundamental theorems in martingale theory by making clear citations instead, the author does his best to describe some intuitive interpretations or concrete usages of such theorems. On the other hand, the exposition of relatively new theorems in asymptotic statistics is presented in a completely self-contained way. Some simple, easy-to-understand proofs of martingale central limit theorems are included. The potential readers include those who hope to build up mathematical bases to deal with high-frequency data in mathematical finance and those who hope to learn the theoretical background for Cox's regression model in survival analysis. A highlight of the monograph is Chapters 8-10 dealing with Z-estimators and related topics, such as the asymptotic representation of Z-estimators, the theory of asymptotically optimal inference based on the LAN concept and the unified approach to the change point problems via "Z-process method". Some new inequalities for maxima of finitely many martingales are presented in the Appendix. Readers will find many tips for solving concrete problems in modern statistics of stochastic processes as well as in more fundamental models such as i.i.d. and Markov chain models.
  note: Yoichi Nishiyama.
  note: "A Chapman & Hall Book."
  subject:
    topic: Martingales (Mathematics)
  subject:
    topic: MATHEMATICS / Probability & Statistics / General
  subject:
    topic: MATHEMATICS / Probability & Statistics / Bayesian Analysis
  classification: QA274.5
  classification: 519.236
  identifier: 9781315117768
  identifier: 1315117762
  identifier: 9781466582828
  identifier: 1466582820
  identifier: 9781351634540
  identifier: 1351634542
  identifier: 9781351644037
  identifier: 1351644033
  identifier: 9781466582811
  identifier: 1466582812
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: OCoLC-P
    record creation date: 211007
    record change date: 20220613180012.6
    record identifier: in00004581840
    language of cataloging:
      language term: eng