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Martingale Approximation
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01 February 1997

No detailed description available for "Martingale Approximation".
Price: $186.99
Pages: 334
Publisher: De Gruyter
Imprint: De Gruyter Mouton
Publication Date:
01 February 1997
ISBN: 9789067642712
Format: Hardcover
BISACs:
MAT029000 MATHEMATICS / Probability & Statistics / General
Frontmatter -- Contents -- Preface -- 1. Basic notions -- 2. Semimartingales -- 3. Inequalities -- 4. Laws of large numbers -- 5. Central limit theorem -- 6. Convergence of semimartingales -- 7. Rate of weak convergence -- 8. Applications of martingales -- Appendix -- Bibliographic notes -- Bibliography -- Subject index