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Asymptotic Statistical Methods for Stochastic Processes - Translations of Mathematical Monographs American Mathematical Society
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Asymptotic Statistical Methods for Stochastic Processes - Translations of Mathematical Monographs
American Mathematical Society
Describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. This English edition includes an extensive list of references and revised bibliographical notes.
illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 30, 2000 |
| ISBN13 | 9780821811832 |
| Publishers | American Mathematical Society |
| Dimensions | 150 × 220 × 20 mm · 637 g |
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