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Self-Normalized Processes: Limit Theory and Statistical Applications / Edition 1
Barnes and Noble
Self-Normalized Processes: Limit Theory and Statistical Applications / Edition 1
Current price: $139.99
Barnes and Noble
Self-Normalized Processes: Limit Theory and Statistical Applications / Edition 1
Current price: $139.99
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The present volume covers recent developments in the area, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales. This is the first book that systematically treats the theory and applications of self-normalization.