B L S Prakasa Rao

Semimartingales and Their Statistical Inference

• Gebundenes Buch

Produktbeschreibung

This book gives the state of the are in statistical inference for semimartinglaes with applications, for instance, to engineering, economic systems, financial econimics, and other social, physical, life, and medical sciences. Catalog Copy

Produktdetails

• Verlag: CRC Press
• Seitenzahl: 598
• Erscheinungstermin: 11. Mai 1999
• Englisch
• Abmessung: 236mm x 161mm x 37mm
• Gewicht: 966g
• ISBN-13: 9781584880080
• ISBN-10: 1584880082
• Artikelnr.: 21625715

Autorenporträt

Rao\, B.L.S. Prakasa

Inhaltsangabe

Semimartingales
Exponential Families of Stochastic Processes
Asymptotic Likelihood Theory
Local Asymptotic Behavior of Semimartingales Experiments
Likelihood and Asymptotic Efficiency
Applications to Stochastic Modeling
Appendix
Notes
References