Asymptotic statistical methods for stochastic processes
Auteur :
American Mathematical Society
Éditeur :
American Mathematical Society
ISBN :
9780821811832
Date de publication :
30 nov. 2000
Poids :
652 g
Langue :
Anglais
Pays d'origine :
USA
Describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. This English edition includes an extensive list of references and revised bibliographical notes.