Semimartingales and their Statistical Inference
Author:   B.L.S. Prakasa Rao
Publisher:   Taylor & Francis Ltd
ISBN:  

9780367399757


Pages:   450
Publication Date:   19 June 2019
Format:   Paperback
Availability:   In Print   Availability explained
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Semimartingales and their Statistical Inference


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Author:   B.L.S. Prakasa Rao
Publisher:   Taylor & Francis Ltd
Imprint:   CRC Press
Weight:   0.453kg
ISBN:  

9780367399757


ISBN 10:   036739975
Pages:   450
Publication Date:   19 June 2019
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Semimartingales Exponential Families of Stochastic Processes Asymptotic Likelihood Theory Local Asymptotic Behavior of Semimartingales Experiments Likelihood and Asymptotic Efficiency Applications to Stochastic Modeling Appendix Notes References

Reviews

"""This is a book for experienced statisticians and modellers and it is certainly to be recommended for libraries."" --C. C. Heyde, Australian National University, Canberra,"


This is a book for experienced statisticians and modellers and it is certainly to be recommended for libraries. --C. C. Heyde, Australian National University, Canberra,


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Rao, B.L.S. Prakasa

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