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Semimartingales and their Statistical Inference - Chapman & Hall / CRC Monographs on Statistics and Applied Probability B.L.S. Prakasa Rao 1. izdevums
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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
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 1999. gada 11. maijs |
| ISBN13 | 9781584880080 |
| Izdevēji | Taylor & Francis Inc |
| Lapas | 598 |
| Izmēri | 160 × 234 × 39 mm · 972 g |
| Valoda | Angļu |
| Sērijas redaktors | Cox, D.R. (Nuffield College, Oxford University, UK) |
| Sērijas redaktors | Isham, Valerie |
| Sērijas redaktors | Keiding, Niels (University of Copenhagen, Denmark) |
| Sērijas redaktors | 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) |
| Sērijas redaktors | Reid, N. (University of Toronto, Ontario, Canada) |
| Sērijas redaktors | Tibshirani, R.J. (Stanford university Stanford University Stanford University, California, USA Stanford University, California, USA) |
| Sērijas redaktors | Tong, Howell (London School of Economics, UK London School of Economics, UK) |
