Martingale Approximation(English, Hardcover, Borovskikh Yu. V.)

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Martingale Approximation(English, Hardcover, Borovskikh Yu. V.) is written by Borovskikh Yu. V. and published by Brill. It's available with International Standard Book Number or ISBN identification 9067642711 (ISBN 10) and 9789067642712 (ISBN 13).

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information.Limit theorems for semimartingales form the basis of the martingale approximation approach. The methods of martingale approximation addressed in this book pertain to estimates of the rate of convergence in the central limit theorem and in the invariance principle. Some applications of martingale approximation are illustrated by the analysis of U-statistics, rank statistics, statistics of exchangeable variables and stochastic exponential statistics. Simplified results of stochastic analysis are given for use in investigations of many applied problems, including mathematical statistics, financial mathematics, mathematical biology, industrial mathematics and engineering.