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Martingale Approximation

Language EnglishEnglish
Book Hardback
Book Martingale Approximation Yu. V. Borovskikh
Libristo code: 24115278
Publishers Brill, February 1997
Limit theorems for semimartingales form the basis of the martingale approximation approach. The meth... Full description
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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 pr

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About the book

Full name Martingale Approximation
Language English
Binding Book - Hardback
Date of issue 1997
Number of pages 322
EAN 9789067642712
ISBN 9067642711
Libristo code 24115278
Publishers Brill
Weight 670
Dimensions 175 x 246 x 24
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