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Semimartingales and their Statistical Inference
Engelsk
Bogcover for Semimartingales and their Statistical Inference af B.L.S. Prakasa Rao, 9780367399757
Specifikationer
Sprog:
Engelsk
Sider:
450
ISBN-13:
9780367399757
Indbinding:
Paperback
ISBN-10:
036739975X
Udg. Dato:
19 jun 2019
Størrelse i cm:
15,2 x 22,9 x 4,2
Oplagsdato:
19 jun 2019
Forfatter(e):

Semimartingales and their Statistical Inference

Engelsk
Paperback 2019
Format:

Bog beskrivelse
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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    Specifikationer
    Sprog:
    Engelsk
    Sider:
    450
    ISBN-13:
    9780367399757
    Indbinding:
    Paperback
    ISBN-10:
    036739975X
    Udg. Dato:
    19 jun 2019
    Størrelse i cm:
    15,2 x 22,9 x 4,2
    Oplagsdato:
    19 jun 2019
    Forfatter(e):
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