Asymptotic Statistics : : With a View to Stochastic Processes / / Reinhard Höpfner.
This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and ident...
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Superior document: | Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 |
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2014] ©2014 |
Year of Publication: | 2014 |
Language: | English |
Series: | De Gruyter Textbook
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Online Access: | |
Physical Description: | 1 online resource (276 p.) |
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082 | 0 | 4 | |a 519.6/23 |2 23 |
100 | 1 | |a Höpfner, Reinhard, |e author. |4 aut |4 http://id.loc.gov/vocabulary/relators/aut | |
245 | 1 | 0 | |a Asymptotic Statistics : |b With a View to Stochastic Processes / |c Reinhard Höpfner. |
264 | 1 | |a Berlin ; |a Boston : |b De Gruyter, |c [2014] | |
264 | 4 | |c ©2014 | |
300 | |a 1 online resource (276 p.) | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
347 | |a text file |b PDF |2 rda | ||
490 | 0 | |a De Gruyter Textbook | |
505 | 0 | 0 | |t Frontmatter -- |t Preface -- |t Contents -- |t Chapter 1 Score and Information -- |t Chapter 2 Minimum Distance Estimators -- |t Chapter 3 Contiguity -- |t Chapter 4 L2-differentiable Statistical Models -- |t Chapter 5 Gaussian Shift Models -- |t Chapter 6 Quadratic Experiments and Mixed Normal Experiments -- |t Chapter 7 Local Asymptotics of Type LAN, LAMN, LAQ -- |t Chapter 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ -- |t Chapter 9 Appendix -- |t Bibliography -- |t Index |
506 | 0 | |a restricted access |u http://purl.org/coar/access_right/c_16ec |f online access with authorization |2 star | |
520 | |a This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense of local asymptotic (mixed) normality or local asymptotic quadraticity make up the core of the book. Numerous examples deal with classical independent and identically distributed models and with stochastic processes. The book can be read in different ways, according to possibly different mathematical preferences of the reader. One reader may focus on the statistical theory, and thus on the chapters about Gaussian shift models, mixed normal and quadratic models, and on local asymptotics where the limit model is a Gaussian shift or a mixed normal or a quadratic experiment (LAN, LAMN, LAQ). Another reader may prefer an introduction to stochastic process models where given statistical results apply, and thus concentrate on subsections or chapters on likelihood ratio processes and some diffusion type models where LAN, LAMN or LAQ occurs. Finally, readers might put together both aspects. The book is suitable for graduate students starting to work in statistics of stochastic processes, as well as for researchers interested in a precise introduction to this area. | ||
538 | |a Mode of access: Internet via World Wide Web. | ||
546 | |a In English. | ||
588 | 0 | |a Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) | |
650 | 0 | |a Asymptotic distribution (Probability theory) | |
650 | 0 | |a Asymptotic distribution (Probability theory). | |
650 | 0 | |a Mathematical statistics |x Asymptotic theory. | |
650 | 7 | |a MATHEMATICS / Probability & Statistics / General. |2 bisacsh | |
653 | |a General Asymptotic Theory. | ||
653 | |a LAMN. | ||
653 | |a LAN. | ||
653 | |a LAQ. | ||
653 | |a Local Asymptotic Normality. | ||
653 | |a Local Asymptotic Quadraticity. | ||
653 | |a Local Asymptotic. | ||
653 | |a Statistical Experiment. | ||
653 | |a Statistical Model. | ||
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Backlist Complete English Language 2000-2014 PART1 |z 9783110238570 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Backlist Mathematics 2000-2014 (EN) |z 9783110238471 |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t DGBA Mathematics - 2000 - 2014 |z 9783110637205 |o ZDB-23-GMA |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Complete Package 2014 |z 9783110369526 |o ZDB-23-DGG |
773 | 0 | 8 | |i Title is part of eBook package: |d De Gruyter |t EBOOK PACKAGE Mathematics, Physics 2014 |z 9783110370355 |o ZDB-23-DEM |
776 | 0 | |c EPUB |z 9783110367782 | |
776 | 0 | |c print |z 9783110250244 | |
856 | 4 | 0 | |u https://doi.org/10.1515/9783110250282 |
856 | 4 | 0 | |u https://www.degruyter.com/isbn/9783110250282 |
856 | 4 | 2 | |3 Cover |u https://www.degruyter.com/document/cover/isbn/9783110250282/original |
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