Semimartingales and their Statistical Inference / (Record no. 70786)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04758nam a2200433Ii 4500 |
| 001 - CONTROL NUMBER | |
| control field | 9780203739891 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220711212244.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190322t20191999flu b ob 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780203739891 (e-book : PDF) |
| 041 1# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | |
| 082 04 - CLASSIFICATION NUMBER | |
| Call Number | 519.5 |
| 100 1# - AUTHOR NAME | |
| Author | Rao, B.L.S.Prakasa, |
| 245 10 - TITLE STATEMENT | |
| Title | Semimartingales and their Statistical Inference / |
| 250 ## - EDITION STATEMENT | |
| Edition statement | First edition. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 1 online resource (450 pages) |
| 520 3# - SUMMARY, ETC. | |
| Summary, etc | 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 modelsThe 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. |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| General subdivision | Asymptotic theory. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | https://www.taylorfrancis.com/books/9780203739891 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | eBooks |
| 264 #1 - | |
| -- | Boca Raton, FL : |
| -- | Taylor and Francis, an imprint of Routledge, |
| -- | [2019]. |
| 264 #4 - | |
| -- | ©1999. |
| 336 ## - | |
| -- | text |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | rdacarrier |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Mathematical statistics |
| 650 #0 - SUBJECT ADDED ENTRY--SUBJECT 1 | |
| -- | Semimartingales. |
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