Semimartingales and their statistical inference
Auteur :
Rao, B.L.S. Prakasa
Éditeur :
Taylor & Francis Inc
ISBN :
9781584880080
Date de publication :
11 mai 1999
Dimensions :
22,9 x 15,2 cm
Poids :
1160 g
Langue :
Anglais
Pays d'origine :
USA
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.