Semimartingales and their statistical inference /
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 con...
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
Chapman & Hall/CRC,
©1999.
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| Series: | Monographs on statistics and applied probability (Series) ;
83. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 of statistical inference for semimartingales. Semimartingales and their Statistical Inference fills this need by presenting a comprehensive discussion of the asymptotic theory of statistical inference for 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 semimartingales. |
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| Physical Description: | 1 online resource (582 pages) |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781351416924 1351416928 |