Quasi-Likelihood and Its Application: A General Approach to Optimal Parameter Estimation

by Heyde, Christopher C.
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ISBN: 9780387982250
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Overview

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.
  • Format: Hardcover
  • Author: Heyde, Christopher C.
  • ISBN: 9780387982250
  • Condition: Used
  • Dimensions: 9.52 x 0.71
  • Number Of Pages: 236
  • Publication Year: 1997

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