Publication

1987 - Wiley, New York, New York (State)

Language

English

Word Count

109,500 words, Guess

Page Count

438 pages

Identifiers

  • Open LibraryOL2722206M
  • ISBN-100471843350
  • OCLC Control Number13822533
  • Library of Congress Control Number86015735
  • LibraryThing1450099
and 1 more
  • Goodreads2019868

Classifications

  • DDC519.5/4
  • LCCQA276 .P67 1987

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. 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 nonlinear regression, and estimators of parameters for stable laws are dicussed 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.

Subjects

Series Statement

  • Wiley series in probability and mathematical statistics.

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