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ISBN: 9781584880080, Semimartingales and their Statistical Inference
Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Semimartingales and their Statistical Inference

Publisher:
Taylor & Francis Inc
Binding:
Hardback (450 pages)
Date:
May 11, 1999
ISBN:
9781584880080
Dimensions:
234 x 160 x 39mm
Weights:
972g.
Description:
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 inference for semimartingale regression models.
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