Asymptotic statistical methods for stochastic processes / Yu. N. Linʹkov.

Format:

Book

Author/Creator:

Linʹkov, I︠U︡. N.

Series:

Translations of Mathematical Monographs, 2472-5137 ; v. 196

Standardized Title:

Asimptoticheskie metody statistiki sluchaĭnykh prot︠s︡essov. English

Language:

English

Russian

Subjects (All):

Mathematical statistics--Asymptotic theory.

Mathematical statistics.

Semimartingales (Mathematics).

Physical Description:

1 online resource (xvi, 216 p. : ill.)

Place of Publication:

Providence, RI : American Mathematical Society, c2001.

System Details:

Mode of access : World Wide Web

Contents:

Local densities of measures and limit theorems for stochastic processes Asymptotic distinguishing between simple hypotheses in the scheme of general statistical experiments Asymptotic behavior of the likelihood ratio in problems of distinguishing between simple hypotheses for semimartingales Asymptotic estimation of parameters Asymptotic information-theoretic problems in parameter estimation

Notes:

Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012

Description based on print version record.

Includes bibliographical references and index.

Other Format:

Print version: Linʹkov, I︠U︡. N. Asymptotic statistical methods for stochastic processes /

ISBN:

9781470446222 (online)

Access Restriction:

Restricted for use by site license.