Semimartingales and their Statistical Inference
B.L.S. Prakasa Rao
Taylor & Francis Inc, 1999
317,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781584880080
- ISBN-10
- 1584880082
- Publisher
- Taylor & Francis Inc
- Year
- 1999
- Publication date
- 1999-05-11
- Pages
- 598
- Dimensions
- 234x160x39
- Weight
- 972