Semimartingales and their Statistical Inference
- Editore:
Taylor & Francis Inc
- EAN:
9781584880080
- ISBN:
1584880082
- Pagine:
- 450
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Semimartingales and their Statistical Inference
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.
Fuori catalogo - Non ordinabile
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