Asymptotic Theory of Statistical Inference (Wiley Series in Probability and Statistics)
Type
Book
Authors
ISBN 10
0471843350
ISBN 13
9780471843351
Category
Unknown
[ Browse Items ]
Publication Year
1987
Publisher
Pages
464
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. - from Amzon
Number of Copies
1
