Semimartingales and their Statistical Inference

Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Cover of the book Semimartingales and their Statistical Inference by B.L.S. Prakasa Rao, CRC Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: B.L.S. Prakasa Rao ISBN: 9781351416924
Publisher: CRC Press Publication: January 15, 2019
Imprint: CRC Press Language: English
Author: B.L.S. Prakasa Rao
ISBN: 9781351416924
Publisher: CRC Press
Publication: January 15, 2019
Imprint: CRC Press
Language: English

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 models

The 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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 models

The 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.

More books from CRC Press

Cover of the book Project Finance for Construction by B.L.S. Prakasa Rao
Cover of the book Solar and Infrared Radiation Measurements by B.L.S. Prakasa Rao
Cover of the book NHS Jargon Explained by B.L.S. Prakasa Rao
Cover of the book Modeling and Control of Vibration in Mechanical Systems by B.L.S. Prakasa Rao
Cover of the book Optimal and Adaptive Signal Processing by B.L.S. Prakasa Rao
Cover of the book Automotive, Mechanical and Electrical Engineering by B.L.S. Prakasa Rao
Cover of the book 3D Origami Art by B.L.S. Prakasa Rao
Cover of the book People and Rail Systems by B.L.S. Prakasa Rao
Cover of the book Missing and Modified Data in Nonparametric Estimation by B.L.S. Prakasa Rao
Cover of the book Algebraic Topology by B.L.S. Prakasa Rao
Cover of the book A Practical Guide to Age-Period-Cohort Analysis by B.L.S. Prakasa Rao
Cover of the book Symmetric Multivariate and Related Distributions by B.L.S. Prakasa Rao
Cover of the book Introduction to Middleware by B.L.S. Prakasa Rao
Cover of the book Nanoscale Flow by B.L.S. Prakasa Rao
Cover of the book Making Sense of Dental Practice Management by B.L.S. Prakasa Rao
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy