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Semimartingales and their Statistical Inference by B.L.S. Prakasa Rao (Hardcover, 1999)

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Product Information

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.

Product Identifiers

Publisher
Taylor & Francis Inc
ISBN-13
9781584880080
eBay Product ID (ePID)
95973988

Product Key Features

Author
B.L.S. Prakasa Rao
Publication Name
Semimartingales and Their Statistical Inference
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
1999
Type
Textbook
Number of Pages
450 Pages

Dimensions

Item Height
229mm
Item Width
152mm
Volume
83
Item Weight
962g

Additional Product Features

Title_Author
B.L.S. Prakasa Rao
Series Title
Chapman & Hall/Crc Monographs on Statistics and Applied Probability
Country/Region of Manufacture
United States

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Semimartingales and their Statistical Inference by B.L.S. Prakasa Rao (Hardcover, 1999)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

Best Selling in Adult Learning & University

Australian Native Bee Book: Keeping Stingless Bee Hives for Pets, Pollination and Sugarbag Honey by Tim Heard (Paperback, 2015)

The Weed Forager's Handbook: A Guide to Edible and Medicinal Weeds in Australia by Adam Grubb, Annie Raser-Rowland (2012, Paperback)

Permaculture: A Designer's Manual by Bill Mollison (Hardcover, 1988)

The Falsification of History: Our Distorted Reality by John Hamer (Paperback, 2013)

In-Basket Case Studies by Guy Adamson (Paperback, 1986)

Empire of the Summer Moon: Quanah Parker and the Rise and Fall of the Comanches, the Most Powerful Indian Tribe in American History by S.C. Gwynne (Paperback, 2011)

Botanical Field Guide by Stefan Mager (Fold-out book or chart, 2021)

Save on Adult Learning & University

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Michael Nehls The Indoctrinated Brain (Hardback) (US IMPORT)

Bill Perkins Die With Zero (Paperback)

Havard's Nursing Guide to Drugs

The Fourth Turning By Neil Howe, William Strauss

Steven Holzner Physics Essentials For Dummies (Paperback)

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