Martingale Methods in Statistics
portes grátis
Martingale Methods in Statistics
Nishiyama, Yoichi
Taylor & Francis Ltd
05/2024
260
Mole
9781032146041
Pré-lançamento - envio 15 a 20 dias após a sua edição
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1. Prologue 2 Preliminaries. 3. A Short Introduction to Statistics of Stochastic Processes. 4. Discrete-Time Martingales. 5. Continuous-Time Martingales. 6. Tools of Semimartingales. 7. Tools for Asymptotic Statistics. 8. Parametric Z-Estimators. 9. Optimal Inference in Finite-Dimensional LAN Models. 10 Z-Process Method for Change Point Problems.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Central limit theorems;Change point problem;Estimating equation;Local asymptotic normality;Maximal inequality;Z-estimator;Conditional Expectations;Doob Meyer Decomposition Theorem;Predictable Quadratic Variation;Standard Wiener Process;Diffusion Process Models;Optional Sampling Theorem;Stochastic Integrals;Stochastic Process;Vasicek Process;Inhomogeneous Poisson Process;Predictable Compensator;Homogeneous Poisson Process;Continuous Mapping Theorem;Local Martingale;Doob Meyer Decomposition;MLEs;Change Point Problems;Martingale Transformation;Discrete Time Martingales;Cox's Regression Model;Martingale Central Limit Theorem;Partial Sum Process;Stochastic Basis;Continuous Local Martingales;Counting Process Models
1. Prologue 2 Preliminaries. 3. A Short Introduction to Statistics of Stochastic Processes. 4. Discrete-Time Martingales. 5. Continuous-Time Martingales. 6. Tools of Semimartingales. 7. Tools for Asymptotic Statistics. 8. Parametric Z-Estimators. 9. Optimal Inference in Finite-Dimensional LAN Models. 10 Z-Process Method for Change Point Problems.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Central limit theorems;Change point problem;Estimating equation;Local asymptotic normality;Maximal inequality;Z-estimator;Conditional Expectations;Doob Meyer Decomposition Theorem;Predictable Quadratic Variation;Standard Wiener Process;Diffusion Process Models;Optional Sampling Theorem;Stochastic Integrals;Stochastic Process;Vasicek Process;Inhomogeneous Poisson Process;Predictable Compensator;Homogeneous Poisson Process;Continuous Mapping Theorem;Local Martingale;Doob Meyer Decomposition;MLEs;Change Point Problems;Martingale Transformation;Discrete Time Martingales;Cox's Regression Model;Martingale Central Limit Theorem;Partial Sum Process;Stochastic Basis;Continuous Local Martingales;Counting Process Models
