Semimartingales and their Statistical Inference
Author:   B.L.S. Prakasa Rao ,  D.R. Cox (Nuffield College, Oxford University, UK) ,  N. Reid (University of Toronto, Ontario, Canada) ,  Valerie Isham
Publisher:   Taylor & Francis Inc
Volume:   83
ISBN:  

9781584880080


Pages:   598
Publication Date:   11 May 1999
Format:   Hardback
Availability:   In Print   Availability explained
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Semimartingales and their Statistical Inference


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Author:   B.L.S. Prakasa Rao ,  D.R. Cox (Nuffield College, Oxford University, UK) ,  N. Reid (University of Toronto, Ontario, Canada) ,  Valerie Isham
Publisher:   Taylor & Francis Inc
Imprint:   CRC Press Inc
Volume:   83
Dimensions:   Width: 15.20cm , Height: 3.70cm , Length: 22.90cm
Weight:   1.160kg
ISBN:  

9781584880080


ISBN 10:   1584880082
Pages:   598
Publication Date:   11 May 1999
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
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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