Semimartingales and Their Statistical Inference

by B.L.S. Prakasa Rao

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,...

• Format: Hardcover
• Language: English
• ISBN: 1584880082
• ISBN13: 9781584880080
• Release Date: May 1999
• Publisher: CRC Press
• Length: 598 Pages
• Weight: 2.13 lbs.
• Dimensions: 1.5" x 6.3" x 9.3"