Visit our Christmas Gift Finder
Click & Collect from 2 Hours
Last Christmas Delivery Dates
Free UK Standard Delivery on orders £20 and over Order in time for Christmas 18th December 2nd Class | 19th December 1st Class Free Click & Collect to shops From 2 hours of your order*
Asymptotic Statistical Methods for Stochastic Processes - Translations of Mathematical Monographs (Hardback)
  • Asymptotic Statistical Methods for Stochastic Processes - Translations of Mathematical Monographs (Hardback)
zoom

Asymptotic Statistical Methods for Stochastic Processes - Translations of Mathematical Monographs (Hardback)

£95.95
Hardback Published: 30/11/2000
  • We can order this

Usually dispatched within 3 weeks

  • This item has been added to your basket
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 are characterized in terms of likelihood ratio, Hellinger integral of order $\epsilon$, Kakutani-Hellinger distance, and the distance in variation between hypothetical measures, etc. The results in Chapter 2 are used in Chapter 3 in statistical experiments generated by observations of semimartingales. Chapter 4 applies the general limit theorems on asymptotic properties of maximum likelihood and Bayes estimates obtained by Ibragimov and Has'minskii for observations of an arbitrary nature to observations of semimartingales.In Chapter 5, an unknown parameter is assumed to be random, and under this condition, certain information-theoretic problems of estimation of parameters are considered. This English edition includes an extensive list of references and revised bibliographical notes.

Publisher: American Mathematical Society
ISBN: 9780821811832
Weight: 652 g
Dimensions: 267 x 184 mm

You may also be interested in...

An Introduction to Statistical Learning
Added to basket
Statistics Essentials For Dummies
Added to basket
Bayesian Reasoning and Machine Learning
Added to basket
How to Lie with Statistics
Added to basket
The Theory That Would Not Die
Added to basket
Bayesian Theory
Added to basket
£66.95
Paperback
Quantitative Methods
Added to basket
Probability
Added to basket
£26.49
Paperback
Probability: A Very Short Introduction
Added to basket
Psychology Statistics For Dummies
Added to basket
The Signal and the Noise
Added to basket
£10.99   £8.99
Paperback
New Cambridge Statistical Tables
Added to basket
Data Analysis
Added to basket
£31.99
Paperback

Reviews

Please sign in to write a review

Your review has been submitted successfully.