ISBN : 9781466582811
Author : Yoichi Nishiyama
Publisher : Chapman and Hall/CRC
Year : 2022
Language : English
Type : Book
Description : This gives a comprehensive introduction to the (standard) statistical analysis based on the theory of martingales and develops entropy methods in order to treat dependent data in the framework of martingales. The author starts a summary of the martingale theory, and then proceeds to give full proofs of the martingale central limit theorems. In addition, the book presents some general theories for semiparametric Z-estimation and semiparametric change point problem, with new examples.