Self-Normalized Processes: Limit Theory and Statistical Applications (Probability and Its Applications)
ISBN-10:
3642099262
ISBN-13:
9783642099267
Author(s): Lai, Tze Leung; Shao, Qi-Man
Edition: Softcover reprint of hardcover 1st ed. 2009
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.
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