Semimartingales and their Statistical Inference - Chapman & Hall / CRC Monographs on Statistics and Applied Probability 1st edition

B.L.S. Prakasa Rao

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Semimartingales and their Statistical Inference - Chapman & Hall / CRC Monographs on Statistics and Applied Probability 1st edition

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.

450 pages, notes, references

Media	Books Hardcover Book (Book with hard spine and cover)
Released	May 11, 1999
ISBN13	9781584880080
Publishers	Taylor & Francis Inc
Pages	598
Dimensions	160 × 234 × 39 mm · 972 g
Language	English
Series Editor	Cox, D.R. (Nuffield College, Oxford University, UK)
Series Editor	Isham, Valerie
Series Editor	Keiding, Niels (University of Copenhagen, Denmark)
Series Editor	Louis, Thomas A. (Johns Hopkins Bloomberg School of Public Health, MD, USA Johns Hopkins Bloomberg School of Public Health, Baltimore, Johns Hopkins Bloomberg, Baltimore, Maryland, USA)
Series Editor	Reid, N. (University of Toronto, Ontario, Canada)
Series Editor	Tibshirani, R.J. (Stanford university Stanford University Stanford University, California, USA Stanford University, California, USA)
Series Editor	Tong, Howell (London School of Economics, UK London School of Economics, UK)

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