{"product_id":"martingale-methods-in-statistics-paperback","title":"Martingale Methods in Statistics - Paperback","description":"\u003cp\u003eby \u003cb\u003eYoichi Nishiyama\u003c\/b\u003e (Author)\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eMartingale Methods in Statistics\u003c\/strong\u003e 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.\u003c\/p\u003e\u003cp\u003eThe 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 \u003ci\u003eZ\u003c\/i\u003e-estimators and related topics, such as the asymptotic representation of \u003ci\u003eZ\u003c\/i\u003e-estimators, the theory of asymptotically optimal inference based on the LAN concept and the unified approach to the change point problems via \"\u003ci\u003eZ\u003c\/i\u003e-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.\u003c\/p\u003e\u003ch3\u003eAuthor Biography\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eYoichi Nishiyama\u003c\/strong\u003e 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 \u003ci\u003eJournal of the Japan Statistical Society\u003c\/i\u003e and a Co-Editor of \u003ci\u003eAnnals of the Institute of Statistical Mathematics\u003c\/i\u003e and he received the JSS Ogawa Award from the Japan Statistical Society in 2009. \u003c\/p\u003e\u003cdiv\u003e\n\u003cstrong\u003eNumber of Pages:\u003c\/strong\u003e 260\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eDimensions:\u003c\/strong\u003e 0.55 x 9.21 x 6.14 IN\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003eIllustrated:\u003c\/strong\u003e Yes\u003c\/div\u003e\u003cdiv\u003e\n\u003cstrong\u003ePublication Date:\u003c\/strong\u003e May 27, 2024\u003c\/div\u003e","brand":"Books by splitShops","offers":[{"title":"Default Title","offer_id":51750714540320,"sku":"9781032146041","price":126.34,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0974\/9764\/5344\/files\/f500723b09bcc37620d03a58a321f5ab.webp?v=1779956676","url":"https:\/\/ebocreations.com\/products\/martingale-methods-in-statistics-paperback","provider":"The E-Book Oasis LLC","version":"1.0","type":"link"}