Asymptotic Statistics
With a View to Stochastic Processes
Seiten
2014
De Gruyter (Verlag)
978-3-11-025024-4 (ISBN)
De Gruyter (Verlag)
978-3-11-025024-4 (ISBN)
This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes.
The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.
This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes.
The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects.
The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.
The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.
This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes.
The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects.
The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area.
Prof. Dr. habil. Reinhard Höpfner ist seit 1999 Professor für Mathematische Statistik am Institut für Mathematik der Johannes Gutenberg-Universität Mainz.
| Erscheint lt. Verlag | 29.1.2014 |
|---|---|
| Reihe/Serie | De Gruyter Textbook |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 170 x 240 mm |
| Gewicht | 484 g |
| Einbandart | kartoniert |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Statistik |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Sozialwissenschaften ► Pädagogik | |
| Schlagworte | Asymptote • General Asymptotic Theory • General Asymptotic Theory; Statistical Experiment; Local Asymptotic; Statistical Model; Local Asymptotic Normality; Local Asymptotic Quadraticity • LAMN • LAN • Laq • Local Asymptotic • Local Asymptotic Normality • Local Asymptotic Quadraticity • Statistical Experiment • statistical model • Statistik |
| ISBN-10 | 3-11-025024-1 / 3110250241 |
| ISBN-13 | 978-3-11-025024-4 / 9783110250244 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Buch | Hardcover (2012)
Westermann Schulbuchverlag
CHF 44,90
Schulbuch Klassen 7/8 (G9)
Buch | Hardcover (2015)
Klett (Verlag)
CHF 29,90
Buch | Softcover (2004)
Cornelsen Verlag
CHF 23,90
