Asymptotic Statistical Methods for Stochastic Processes (Translations of Mathematical Monographs) - Hardcover

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Introduces local densities of probability measures generated by semimartingales, and investigates their asymptotic properties for various types of asymptotic distinguishability of the corresponding families of statistical hypotheses. Certain problems of simple hypothesis testing and estimation of an unknown parameter from observation of semimartingales, as well as some asymptotic information-theoretic problems of statistics, are then solved. Originally published in Russian in 1993. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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