Asymptotic Theory of Statistical Inference
B. L. S. Prakasa Rao(Author)
Wiley (Publisher)
Published on 16. January 1987
Book
Hardback
454 pages
978-0-471-84335-1 (ISBN)
Description
An up-to-date and concise description of recent results in probability theory and stochastic processes useful in the study of asymptotic theory of statistical inference. The book brings together new material on the interplay between recent advances in probability theory and their applications to the asymptotic theory of statistical inference. Asymptotic theory of maximum likelihood and Bayes estimation, asymptotic properties of least squares estimators in non-linear regression, and estimators of parameters for stable laws are discussed from the point of view of stochastic processes. This leads to better results than the Taylor expansions approach used in the classical theory of maximum likelihood estimation.
More details
Series
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
bibliography, index
Dimensions
Height: 240 mm
Width: 160 mm
Weight
794 gr
ISBN-13
978-0-471-84335-1 (9780471843351)
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Schweitzer Classification
Content
Probability and Stochastic Processes; Limit Theorems for Some Statistics; Asymptotic Theory of Estimation; Linear Parametric Inference; Martingale Approach to inference; Inference in Non-Linear Regression; Von-Mises Functionals; Empirical Characteristic Function and Its Applications; Index.