Semimartingales and their Statistical Inference (Monographs on Statistics and Applied Probability)

by B. L. S. Prakasa Rao

1999 450 pages eng

"The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research co…