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Quasi-Likelihood And Its Application

Name: Quasi-Likelihood And Its Application
Brand: Springer-Verlag New York Inc.
SKU: 02175400
Price: 90.79 EUR
Availability: InStock
Author: Christopher C. Heyde
ISBN: 9781475771046

A General Approach to Optimal Parameter Estimation

Christopher C. Heyde

Language

English

Book Paperback

Libristo code: 02175400

Publishers Springer-Verlag New York Inc., March 2013

The first account in book form of all the essential features of the quasi-likelihood methodology, st... Full description

Libristo code: 02175400

222 b

90.79 € VAT included

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The first account in book form of all the essential features of the quasi-likelihood methodology, stressing its value as a general purpose inferential tool. The treatment is rather informal, emphasizing essential principles rather than detailed proofs, and readers are assumed to have a firm grounding in probability and statistics at the graduate level. Many examples of the use of the methods in both classical statistical and stochastic process contexts are provided.