Asymptotic Statistical Methods for Stochastic Processes
American Mathematical Society
American Mathematical Society, 2000
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Describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. This English edition includes an extensive list of references and revised bibliographical notes.
- ISBN-13
- 9780821811832
- ISBN-10
- 0821811835
- Publisher
- American Mathematical Society
- Year
- 2000
- Publication date
- 2000-11-30
- Weight
- 637