Code: 06407263
Asymptotic Statistical Methods for Stochastic Processes
by Yu N. Lin'kov
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 in ... more
- Language:
English - Binding: Hardback
- ISBN-13: 9780821811832
Publisher: American Mathematical Society, 2000
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Book synopsis
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.
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
196.64 €
- Full title: Asymptotic Statistical Methods for Stochastic Processes
- Author: Yu N. Lin'kov
- Language: English
- Binding: Hardback
- EAN: 9780821811832
- ISBN: 9780821811832
- ID: 06407263
- Publisher: American Mathematical Society
- Weight: 637 g
- Date of publishing: 15. November 2000
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