Articles liés à Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference - Couverture souple

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Rao, B. L. S. Prakasa

 
9780367399757: Semimartingales and their Statistical Inference
Couverture souple
ISBN 10 : 036739975X ISBN 13 : 9780367399757
Editeur : CRC Press, 2019

Synopsis

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.

    • Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

    À propos de l'auteur

    Rao, B.L.S. Prakasa

    Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

    Éditeur
    CRC Press
    Date d'édition
    2019
    Langue
    anglais
    ISBN 10 
    036739975X
    ISBN 13 
    9780367399757
    Reliure
    Broché
    Nombre de pages
    450
    Coordonnées du fabricant
    non disponible
    Personne responsable
    gpsr@libri.de
    gpsr@libri.de

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