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This book gives the state of the are in statistical inference for semimartinglaes with applications, for instance, to engineering, economic systems, financial econimics, and other social, physical, life, and medical sciences. Catalog Copy
Inhaltsverzeichnis
Semimartingales
Exponential Families of Stochastic Processes
Asymptotic Likelihood Theory
Local Asymptotic Behavior of Semimartingales Experiments
Likelihood and Asymptotic Efficiency
Applications to Stochastic Modeling
Appendix
Notes
References
Über den Autor / die Autorin
Rao\, B.L.S. Prakasa
Zusammenfassung
Discusses the asymptotic theory of semimartingales needed for researchers working in the area of statistical inference for stochastic processes. This book covers topics that include: asymptotic likelihood theory, quasi-likelihood, likelihood and efficiency, inference for counting processes, and inference for semimartingale regression models.
Zusatztext
"This is a book for experienced statisticians and modellers and it is certainly to be recommended for libraries."--C. C. Heyde, Australian National University, Canberra,
