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Semimartingales and their Statistical Inference (Monographs on Statistics & Applied Probability, Band 83) - Hardcover

Buch 96 von 110: ISSN

Rao, B. L. S. Prakasa

 
9781584880080: Semimartingales and their Statistical Inference (Monographs on Statistics & Applied Probability, Band 83)
Hardcover
ISBN 10: 1584880082 ISBN 13: 9781584880080
Verlag: Taylor & Francis Inc, 1999

Inhaltsangabe

Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability.
The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales.

Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include:

  • Asymptotic likelihood theory
  • Quasi-likelihood
  • Likelihood and efficiency
  • Inference for counting processes
  • Inference for semimartingale regression models

    The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

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    Rao\, B.L.S. Prakasa

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    Verlag
    Taylor & Francis Inc
    Erscheinungsdatum
    1999
    Sprache
    Englisch
    ISBN 10 
    1584880082
    ISBN 13 
    9781584880080
    Einband
    Gebundene Ausgabe
    Anzahl der Seiten
    582
    Kontakt zum Hersteller
    Nicht verfügbar
    Verantwortliche Person
    Taylor & Francis Verlag GmbH
    GPSR@taylorandfrancis.com

    Kaufingerstraße 24, 80331 München, Germany
    München
    Deutschland

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    Vorgestellte Ausgabe

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