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Semimartingales and their Statistical Inference(Chapman & Hall/CRC Monographs on Statistics and Applied Probability Vol.83) H 59
Rao, B.L.S. Prakasa
著
発行年月 |
1999年05月 |
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出版国 |
アメリカ合衆国 |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
hardcover |
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ページ数／巻数 |
598 p. |
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ジャンル |
洋書 |
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ISBN |
9781584880080 |
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商品コード |
0205394082 |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0205394082 |
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内容
Discusses the asymptotic theory of semimartingales needed for researchersworking in the area of statistical inference for stochastic processes. Thisbook covers topics that include: asymptotic likelihood theory,quasi-likelihood, likelihood and efficiency, inference for countingprocesses, and inference for semimartingale regression models.
