Wheelers Books

Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference

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... read full description below.

Pre-order title (not yet released/available) and will ship once released.

Quick Reference

ISBN 9780367399757
Barcode 9780367399757
Published 30 August 2019 by Taylor & Francis Ltd
Format Trade Paperback/Paperback
Alternate Format(s) View All (1 other possible title(s) available)
Author(s) By Rao, B. L. S. Prakasa
Availability Available for pre-order, ships once released

... view full title details below.

Buy Now

  • $130.00 Wheelers price
Add to Basket Add to Wishlist

Full details for this title

ISBN-13 9780367399757
ISBN-10 036739975X
Stock Available
Status Available for pre-order, ships once released
Publisher Taylor & Francis Ltd
Imprint CRC Press
Publication Date 30 August 2019
International Release Date 29 September 2019
Publication Country United Kingdom United Kingdom
Format Trade Paperback/Paperback
Author(s) By Rao, B. L. S. Prakasa
Category Probability & Statistics
Number of Pages 450
Dimensions Width: 152mm
Height: 229mm
Weight 1,120g
Interest Age 19+ years
Reading Age 19+ years
Library of Congress Mathematical statistics - Asymptotic theory, Semimartingales, Mathematical statistics - Asymptotic theory, Statistiek, Martingalen
NBS Text Science & Mathematics: Textbooks & Study Guides
ONIX Text College/higher education
Dewey Code 519.5
Catalogue Code Not specified

Description of this Book

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.

^ top

Awards, Reviews & Star Ratings

There are no reviews for this title.

^ top

Author's Bio

Rao, B.L.S. Prakasa

^ top