Semimartingales and their Statistical Inference (Monographs on Statistics and Applied Probability)
Publisher: CRC
Published: May 11, 1999
Language: eng
Format: Hardcover
Number of pages: 450
ISBN-13: 9781584880080
Subjects: Mathematical modelling; Probability & statistics; Stochastics; Semimartingales; Probabilities; Mathematics; Science/Mathematics; Probability & Statistics - General; Mathematics / Statistics; Asymptotic theory; Mathematical Statistics
First sentence: Decision making in all spheres of activity involves uncertainty.
Description: "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 of statistical inference for semimartingales.".

"Semimartingales and their Statistical Inference fills this need by presenting a comprehensive discussion of the asymptotic theory of statistical inference for 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 semimartingales."--BOOK JACKET.