Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference

Editorial Reviews
Review
This is a book for experienced statisticians and modellers and it is certainly to be recommended for libraries.
--C. C. Heyde, Australian National University, Canberra,

Book Description
This book gives the state of the are in statistical inference for semimartinglaes with applications, for instance, to engineering, economic systems, financial econimics, and other social, physical, life, and medical sciences.Catalog Copy

Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference,B.L.S. Prakasa Rao,CRC,1584880082,Asymptotic theory,Mathematical Statistics,Mathematics,Probabilities,Probability & Statistics - General,Science/Mathematics,Semimartingales,Mathematical modelling,Mathematics / Statistics,Probability & statistics,Stochastics

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