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Semimartingales and their Statistical Inference

Language EnglishEnglish
Book Hardback
Book Semimartingales and their Statistical Inference B. L. S. Prakasa Rao
Libristo code: 06721715
Publishers Taylor & Francis Inc, May 1999
Discusses the asymptotic theory of semimartingales needed for researchers working in the area of sta... Full description
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298.38 €
583.58  лв
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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.

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About the book

Full name Semimartingales and their Statistical Inference
Author B. L. S. Prakasa Rao
Language English
Binding Book - Hardback
Date of issue 1999
Number of pages 450
EAN 9781584880080
ISBN 9781584880080
Libristo code 06721715
Publishers Taylor & Francis Inc
Weight 972
Dimensions 160 x 234 x 39

Categories

Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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