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Semimartingales and their Statistical Inference (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Tapa blanda

Libro 96 de 110: ISSN

Rao, B.L.S. Prakasa

 
9780367399757: Semimartingales and their Statistical Inference (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
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ISBN 10: 036739975X ISBN 13: 9780367399757
Editorial: CRC Press, 2019

Sinopsis

Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability.
The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales.

Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include:

  • Asymptotic likelihood theory
  • Quasi-likelihood
  • Likelihood and efficiency
  • Inference for counting processes
  • Inference for semimartingale regression models

    The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

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    Acerca del autor

    Rao, B.L.S. Prakasa

    "Sobre este título" puede pertenecer a otra edición de este libro.

    Editorial
    CRC Press
    Año de publicación
    2019
    Idioma
    Inglés
    ISBN 10 
    036739975X
    ISBN 13 
    9780367399757
    Encuadernación
    Tapa blanda
    Número de edición
    1
    Número de páginas
    450
    Contacto del fabricante
    Taylor and Francis, GPSR Taylor and Francis
    gpsr@taylorandfrancis.com

    Taylor & Francis Verlag GmbH, Kaufingerstraße 24
    München
    80331
    Alemania