Semimartingales and their Statistical Inference

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

Info autore

Rao\, B.L.S. Prakasa

Riassunto

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.

Testo aggiuntivo

"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,

Dettagli sul prodotto

• Autori: B. L. S. Prakasa Rao, B. L. S. Rao, Prakasa B. L. S. Rao, B. L. S. Prakasa Rao, B.L.S. Prakasa Rao, B.L.S. Prakasa Rao
• Con la collaborazione di: D. R. Cox (Editore), N. Reid (Editore), Howell Tong (Editore della collana), Valerie Isham (Editore della collana), Thomas A. Louis (Editore della collana), N. Reid (Editore della collana), Niels Keiding (Editore della collana), D.R. Cox (Editore della collana), R.J. Tibshirani (Editore della collana)
• Editore: Taylor and Francis
• Contenuto: Libro
• Forma del prodotto: Copertina rigida
• Data pubblicazione: 11.05.1999
• Categoria: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica m
• EAN: 9781584880080
• ISBN: 978-1-58488-008-0
• Numero di pagine: 598
• Dimensioni (della confezione): 15.2 x 22.9 cm
• Peso (della confezione): 1’160 g
• Serie: Chapman & Hall/CRC Monographs on Statistics & Applied Probability > 83; CRC Monographs on Statistics & > 83; Chapman & Hall/CRC Monographs on Statistics and Applied Probability; Chapman & Hall/CRC Monographs > 83
• Categorie: MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied, Probability & statistics, Stochastics, Probability Theory, Mathematical modelling, Probability and statistics, Statistical Modeling, asymptotic analysis, diffusion processes, inference for stochastic processes, stochastic modeling applications, advanced statistics