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Semimartingales And Their Statistical Inference

by B.L.S. Prakasa Rao
language: english
Publisher: TAYLOR & FRANCIS INC, May of 1999 ‧
256,86€
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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.

Semimartingales And Their Statistical Inference

by B.L.S. Prakasa Rao

Property Description
ISBN: 9781584880080
Publisher: TAYLOR & FRANCIS INC
Release Date: May of 1999
Language: English
Dimensions: 152 x 229 x 37 mm
Cover: Hardcover
Pages: 598
Format: Book
Collection: Chapman & Hall/Crc Monographs On Statistics And Applied Probability
Categories: Books in English > Science > Mathematics
EAN: 9781584880080