Asymptotic Statistical Methods for Stochastic Processes - Rilegato

Linkov, Iu. N.

 
9780821811832: Asymptotic Statistical Methods for Stochastic Processes
Rilegato
ISBN 10: 0821811835 ISBN 13: 9780821811832
Casa editrice: Amer Mathematical Society, 2000

Sinossi

Introduces local densities of probability measures generated by semimartingales, and investigates their asymptotic properties for various types of asymptotic distinguishability of the corresponding families of statistical hypotheses. Certain problems of simple hypothesis testing and estimation of an unknown parameter from observation of semimartingales, as well as some asymptotic information-theoretic problems of statistics, are then solved. Originally published in Russian in 1993. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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Editore
Amer Mathematical Society
Data di pubblicazione
2000
Lingua
Inglese
ISBN 10 
0821811835
ISBN 13 
9780821811832
Rilegatura
Copertina rigida
Numero di pagine
216
Contatto del produttore
non disponibile
Persona responsabile
Buchpark GmbH
gpsr@buchpark.de

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