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Semimartingales and their Statistical Inference - Chapman & Hall / CRC Monographs on Statistics and Applied Probability B.L.S. Prakasa Rao 1st edition
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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
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 11, 1999 |
| ISBN13 | 9781584880080 |
| Publishers | Taylor & Francis Inc |
| Pages | 598 |
| Dimensions | 160 × 234 × 39 mm · 966 g |
| Language | English |
| Series Editor | Cox, D.R. (Nuffield College, Oxford University, UK) |
| Series Editor | Isham, Valerie |
| Series Editor | Keiding, Niels (University of Copenhagen, Denmark) |
| Series Editor | 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) |
| Series Editor | Reid, N. (University of Toronto, Ontario, Canada) |
| Series Editor | Tibshirani, R.J. (Stanford university Stanford University Stanford University, California, USA Stanford University, California, USA) |
| Series Editor | Tong, Howell (London School of Economics, UK London School of Economics, UK) |
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