Semimartingales and their Statistical Inference
An in-depth monograph on semimartingales and statistical inference in probability. Explains foundational concepts and methods for empirical analysis. customer insight: none
Highlights
- theoretical depth on semimartingales
- link between stochastic processes and inference
- monograph format for statistics and probability
Pros
- rigorous treatment of semimartingales
- clear focus on statistical inference
- suitable for advanced readers in probability
Cons
- no accessible features listed
- no customer insights available
