1st Edition

Semimartingales and their Statistical Inference

By B.L.S. Prakasa Rao Copyright 1999
450 Pages
by CRC Press

598 Pages
by CRC Press

450 Pages
by CRC Press

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... Read more
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

Biography

Rao, B.L.S. Prakasa