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Semimartingales and their Statistical Inference - Chapman & Hall / CRC Monographs on Statistics and Applied Probability B.L.S. Prakasa Rao 1º edição
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Semimartingales and their Statistical Inference - Chapman & Hall / CRC Monographs on Statistics and Applied Probability
B.L.S. Prakasa Rao
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.
450 pages, notes, references
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 11 de maio de 1999 |
| ISBN13 | 9781584880080 |
| Editoras | Taylor & Francis Inc |
| Páginas | 598 |
| Dimensões | 160 × 234 × 39 mm · 972 g |
| Idioma | Inglês |
| Editor de séries | Cox, D.R. (Nuffield College, Oxford University, UK) |
| Editor de séries | Isham, Valerie |
| Editor de séries | Keiding, Niels (University of Copenhagen, Denmark) |
| Editor de séries | Louis, Thomas A. (Johns Hopkins Bloomberg School of Public Health, MD, USA Johns Hopkins Bloomberg School of Public Health, Baltimore, Johns Hopkins Bloomberg, Baltimore, Maryland, USA) |
| Editor de séries | Reid, N. (University of Toronto, Ontario, Canada) |
| Editor de séries | Tibshirani, R.J. (Stanford university Stanford University Stanford University, California, USA Stanford University, California, USA) |
| Editor de séries | Tong, Howell (London School of Economics, UK London School of Economics, UK) |
