Semimartingales and their Statistical Inference (Bog, Hardback, Engelsk) af B. L. S. Prakasa Rao

Semimartingales and their Statistical Inference

(Bog, Hardback, Engelsk)

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Beskrivelse

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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Alle detaljer

Forlag Taylor & Francis Inc
Forfatter B. L. S. Prakasa Rao
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 11-05-1999
Første udgivelsesår 1999
Serie Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Illustrationer 2000 equations
Originalsprog United States
Sideantal 598
Indbinding Hardback
Forlag Taylor & Francis Inc
Sideoplysninger 598 pages
Mål 234 x 160 x 39
ISBN-13 / EAN-13 9781584880080