Hall, P. Martingale limit theory and its application. (Probability and mathematical statistics). Bibliography: p. Includes indexes. 1. Martingales (Mathematics) ...
The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from ...
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. ... Google Books
Originally published: 1980
Authors: Chris Heyde and Peter Gavin Hall
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Amazon.com: Martingale Limit Theory and Its Application (Probability and Mathematical Statistics): 9780123193506: Hall, Peter, Heyde, C. C.: Books.
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The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes ...
Martingale Limit Theory and Its Application - 1st Edition - Elsevier
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The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes ...
Martingale Limit Theory and Its Application. Front Cover. Peter Hall, C. C. Heyde. Academic Press, 1980 - Mathematics - 308 pages. Inequalities and laws of ...
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R. M. Loynes; Martingale Limit Theory and its Application, Journal of the Royal Statistical Society Series A: Statistics in Society, Volume 147, Issue 3, 1.
The history of probability (and of mathematics in general) shows a stimulating interplay of the theory and applications: theoretical progress.
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Hall; C. C. Heyde and published by Academic Press. The Digital and eTextbook ISBNs for Martingale Limit Theory and Its Application are 9781483263229, 1483263223 ...
Martingale Limit Theory and Its Application · P. Hall, E. Lukács, +1 author. C. Heyde · Published 1 June 1980 · Mathematics.