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Asymptotic Statistical Methods for Stochastic Processes
Yu N. Lin'Kov
€ 167.21
€ 149.47
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Description for Asymptotic Statistical Methods for Stochastic Processes
Hardback. 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. Series: Translations of Mathematical Monographs Reprint. Num Pages: 216 pages, illustrations. BIC Classification: PBT; PBWL; TBC; TBJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 267 x 184. Weight in Grams: 637.
The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author 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. Chapter 1 gives the general basic notions and results of the theory under consideration.Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of asymptotic distinguishability between families of hypotheses are introduced. The types ... Read more
The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author 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. Chapter 1 gives the general basic notions and results of the theory under consideration.Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of asymptotic distinguishability between families of hypotheses are introduced. The types ... Read more
Product Details
Format
Hardback
Publication date
2000
Publisher
American Mathematical Society United States
Number of pages
216
Condition
New
Series
Translations of Mathematical Monographs Reprint
Place of Publication
Providence, United States
ISBN
9780821811832
SKU
V9780821811832
Shipping Time
Usually ships in 5 to 9 working days
Ref
99-3
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