Martingale Methods in Statistics

Nishiyama, Yoichi

Martingale Methods in Statistics

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商品描述

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.

商品描述(中文翻譯)

這本書提供了一個全面的介紹，基於馬丁格爾理論的（標準）統計分析，並發展了熵方法來處理馬丁格爾框架下的相依數據。作者首先總結了馬丁格爾理論，然後進一步提供了馬丁格爾中心極限定理的完整證明。

作者簡介

Yoichi Nishiyama is a professor in mathematical statistics and probability at the School of International Liberal Studies of Waseda University; he is also engaged in the education of master's and doctoral students at the Department of Pure and Applied Mathematics at the same university. Prior to his assignment to Waseda University, he worked at the Institute of Statistical Mathematics, Tokyo, from 1994 to 2015. He was the Editor-in-Chief of Journal of the Japan Statistical Society and a Co-Editor of Annals of the Institute of Statistical Mathematics and he received the JSS Ogawa Award from the Japan Statistical Society in 2009.

作者簡介(中文翻譯)

Yoichi Nishiyama是早稻田大學國際自由學部數理統計學和機率學的教授；他還在同一所大學的純粹與應用數學系從事碩士和博士生的教育工作。在調任早稻田大學之前，他在東京的統計數學研究所工作了從1994年到2015年。他曾擔任《日本統計學會誌》的主編和《統計數學研究所誌》的副主編，並於2009年獲得日本統計學會的小川獎。

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