Semimartingales and their Statistical Inference
Hardcover | 11 May 1999 | Edition Number 1
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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:
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.
Industry Reviews
ISBN: 9781584880080
ISBN-10: 1584880082
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Published: 11th May 1999
Format: Hardcover
Language: English
Number of Pages: 598
Audience: Professional and Scholarly
Publisher: CHAPMAN & HALL
Country of Publication: GB
Edition Number: 1
Dimensions (cm): 23.4 x 16.0 x 3.9
Weight (kg): 0.97
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