Semimartingales and their Statistical Inference by B.L.S. Prakasa Rao (English)
216,12 €
Statistical inference carries great significance in model building from both the theoretical and the applications points of view. 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.
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