Self-Normalized Processes : Limit Theory and Applications (Probability and Its Applications)

Peña, V. H./ Shao, Q./ Lai, T. L.

Springer（2008/12発売）

• 製本 Hardcover:ハードカバー版／ページ数 275 p.
• 商品コード 9783540856351

Full Description

This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.