購物比價找書網找車網
FindBook  
 有 1 項符合

Martingale Methods in Statistics

的圖書
Martingale Methods in Statistics Martingale Methods in Statistics

作者:Nishiyama 
出版社:CRC Press
出版日期:2024-05-27
語言:英文   規格:平裝 / 260頁 / 普通級/ 初版
圖書選購
型式價格供應商所屬目錄
 
$ 3079
博客來 博客來
機率與數理統計
圖書介紹 - 資料來源:博客來   評分:
圖書名稱:Martingale Methods in Statistics

內容簡介

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.

 

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.

 

詳細資料

  • ISBN:9781032146041
  • 規格:平裝 / 260頁 / 普通級 / 初版
  • 出版地:美國
贊助商廣告
 
金石堂 - 今日66折
可愛又好做!手織娃娃服:用鉤針&棒針基礎技法,設計30款袖珍訂製服【附QR碼教學影片】
作者:尹孝振、李珊羅、朴壽
出版社:蘋果屋出版社
出版日期:2024-06-13
66折: $ 429 
金石堂 - 今日66折
我的哈佛數學課:跳脫解法、不必死記,專門教出常春藤名校學生的名師教你「戰勝數學的方法」,再也不必怕數學!
作者:鄭光根
出版社:美藝學苑社
出版日期:2023-04-13
66折: $ 277 
金石堂 - 今日66折
NEW TOPIK II新韓檢中高級寫作應考祕笈:史上最有效率的寫作S.O.P,完整應答模板,保證高分速成攻略,看到題目就會寫!
作者:元銀榮,李侑美
出版社:國際學村出版社
出版日期:2020-12-30
66折: $ 317 
 
博客來 - 暢銷排行榜
你的人生,他們六個說了算!:決定你一生的六種物質
作者:大衛.JP.菲利浦斯
出版社:平安文化
出版日期:2024-12-30
$ 284 
博客來 - 暢銷排行榜
武學世家的兒女‧漩能量:21+當代太極 潘靖太極螺旋13式
作者:潘靖
出版社:時報出版
出版日期:2025-03-18
$ 394 
Taaze 讀冊生活 - 暢銷排行榜
手寫韓語單字記憶法:基礎800寫字帖,一筆一劃邊寫邊背,自然而然就記起來!(附QRCode雲端音檔)
作者:郭修蓉
出版社:晨星
出版日期:2024-09-01
$ 263 
博客來 - 暢銷排行榜
情緒大飯店
作者:莉迪亞.布蘭科維琪 (Lidia Branković)
出版社:小典藏出版
出版日期:2024-04-03
$ 276 
 
博客來 - 新書排行榜
從低谷突破:40年精神科權威史塔茲的療癒之道
作者:菲爾.史塔茲 (Phil Stutz)
出版社:三采
出版日期:2025-03-28
$ 355 
博客來 - 新書排行榜
MUJINA INTO THE DEEP  2
$ 205 
金石堂 - 新書排行榜
小書痴的下剋上:第五部 女神的化身(Ⅻ)【完結篇限量珍藏版】!隨書附贈百變梅茵軟磁鐵套組+永遠的小書痴明信片組,要你愛不釋手!
作者:香月美夜
出版社:皇冠文化出版有限公司
出版日期:2025-04-07
$ 332 
博客來 - 新書排行榜
第一次遇見花香的那刻 戲劇小說
作者:希澄
出版社:台灣角川
出版日期:2025-03-27
$ 284 
 

©2025 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策