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Semimartingales and their Statistical Inference

By: India) Rao New Delhi B.L.S. Prakasa (Indian Statistical Institute (Author) , Denmark) Keiding Niels (University of Copenhagen (Author)

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Ksh 40,800.00

Format: Hardback or Cased Book

ISBN-13: 9781584880080

Publisher: Taylor & Francis Inc

Publication Date: May 11th, 1999

Weight: 972 grams

Dimension: 23.40 x 16.00 x 3.90 cms

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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 inference for semimartingale regression models.

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