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Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference (Trade Paperback / Paperback)

By Rao, B. L. S. Prakasa

  • RRP: $130.00
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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.
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ISBN 9780367399757
Released NZ 30 Aug 2019
Publisher Taylor & Francis Ltd
Format Trade Paperback/Paperback
Alternate Format(s) View All (1 other possible title(s) available)
Availability
In stock at publisher; delivery usually 15-20 working days due to covid19 delays

Full details for this title

ISBN-13 9780367399757
Stock Available
Status In stock at publisher; delivery usually 15-20 working days due to covid19 delays
Publisher Taylor & Francis Ltd
Imprint CRC Press
Released 30 Aug 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
Dewey Code 519.5
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

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