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

Sommario

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

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. Prakasa Rao, B. L. S. Rao, B. L. S. Prakasa Rao, B.L.S. Prakasa Rao, Prakasa B. L. S. Rao
• Con la collaborazione di: D. R. Cox (Editore), N. Reid (Editore), D.R. Cox (Editore della collana), Valerie Isham (Editore della collana), Niels Keiding (Editore della collana), Thomas A. Louis (Editore della collana), N. Reid (Editore della collana), R.J. Tibshirani (Editore della collana), Howell Tong (Editore della collana)
• Editore: Taylor and Francis
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 11.05.1999
• EAN: 9781584880080
• ISBN: 978-1-58488-008-0
• Pagine: 598
• Peso: 1160 g
• Serie: Chapman & Hall/CRC Monographs on Statistics & Applied Probability; CRC Monographs on Statistics &; Chapman & Hall/CRC Monographs on Statistics and Applied Probability; Chapman & Hall/CRC Monographs
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica > Teoria delle probabilità, stocastica, statistica matematica; MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Applied, Probability & statistics, Stochastics, Mathematical modelling, Probability and statistics