Self-normalized processes

Self-normalized processes are of common occurrence in probabilistic and statistical studies. This volume covers developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. It treats the theory and application...

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Detalles Bibliográficos
Autores principales: Heyde, C C, Jagers, P
Lenguaje:eng
Publicado: Springer 2008
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-540-85636-8
http://cds.cern.ch/record/1621565
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author Heyde, C C
Jagers, P
author_facet Heyde, C C
Jagers, P
author_sort Heyde, C C
collection CERN
description Self-normalized processes are of common occurrence in probabilistic and statistical studies. This volume covers developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. It treats the theory and applications of self-normalization.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2008
publisher Springer
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spelling cern-16215652021-04-21T21:51:15Zdoi:10.1007/978-3-540-85636-8http://cds.cern.ch/record/1621565engHeyde, C CJagers, PSelf-normalized processesMathematical Physics and MathematicsSelf-normalized processes are of common occurrence in probabilistic and statistical studies. This volume covers developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. It treats the theory and applications of self-normalization.Springeroai:cds.cern.ch:16215652008
spellingShingle Mathematical Physics and Mathematics
Heyde, C C
Jagers, P
Self-normalized processes
title Self-normalized processes
title_full Self-normalized processes
title_fullStr Self-normalized processes
title_full_unstemmed Self-normalized processes
title_short Self-normalized processes
title_sort self-normalized processes
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-540-85636-8
http://cds.cern.ch/record/1621565
work_keys_str_mv AT heydecc selfnormalizedprocesses
AT jagersp selfnormalizedprocesses

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