Semimartingales and their Statistical Inference

Name: Semimartingales and their Statistical Inference
Brand: Taylor & Francis Inc
SKU: 2257310
Author: India) New Delhi B.L.S. Prakasa (Indian Statistical Institute Rao

India) New Delhi B.L.S. Prakasa (Indian Statistical Institute Rao

Taylor & Francis Inc

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Discusses the asymptotic theory of semimartingales needed for researchers working in the area of statistical inference for stochastic processes. This book covers topics that include: asymptotic likelihood theory, quasi-likelihood, likelihood and efficiency, inference for counting processes, and…

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