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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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2014] ©2014 |
Year of Publication: | 2014 |
Language: | English |
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Höpfner, Reinhard, author. aut http://id.loc.gov/vocabulary/relators/aut Asymptotic Statistics : With a View to Stochastic Processes / Reinhard Höpfner. Berlin ; Boston : De Gruyter, [2014] ©2014 1 online resource (276 p.) text txt rdacontent computer c rdamedia online resource cr rdacarrier text file PDF rda De Gruyter Textbook Frontmatter -- Preface -- Contents -- Chapter 1 Score and Information -- Chapter 2 Minimum Distance Estimators -- Chapter 3 Contiguity -- Chapter 4 L2-differentiable Statistical Models -- Chapter 5 Gaussian Shift Models -- Chapter 6 Quadratic Experiments and Mixed Normal Experiments -- Chapter 7 Local Asymptotics of Type LAN, LAMN, LAQ -- Chapter 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ -- Chapter 9 Appendix -- Bibliography -- Index restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star 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. Mode of access: Internet via World Wide Web. In English. Description based on online resource; title from PDF title page (publisher's Web site, viewed 29. Nov 2021) Asymptotic distribution (Probability theory) Asymptotic distribution (Probability theory). Mathematical statistics Asymptotic theory. MATHEMATICS / Probability & Statistics / General. bisacsh General Asymptotic Theory. LAMN. LAN. LAQ. Local Asymptotic Normality. Local Asymptotic Quadraticity. Local Asymptotic. Statistical Experiment. Statistical Model. Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 9783110238570 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) 9783110238471 Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 9783110637205 ZDB-23-GMA Title is part of eBook package: De Gruyter EBOOK PACKAGE Complete Package 2014 9783110369526 ZDB-23-DGG Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics, Physics 2014 9783110370355 ZDB-23-DEM EPUB 9783110367782 print 9783110250244 https://doi.org/10.1515/9783110250282 https://www.degruyter.com/isbn/9783110250282 Cover https://www.degruyter.com/document/cover/isbn/9783110250282/original |
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English |
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eBook |
author |
Höpfner, Reinhard, Höpfner, Reinhard, |
spellingShingle |
Höpfner, Reinhard, Höpfner, Reinhard, Asymptotic Statistics : With a View to Stochastic Processes / De Gruyter Textbook Frontmatter -- Preface -- Contents -- Chapter 1 Score and Information -- Chapter 2 Minimum Distance Estimators -- Chapter 3 Contiguity -- Chapter 4 L2-differentiable Statistical Models -- Chapter 5 Gaussian Shift Models -- Chapter 6 Quadratic Experiments and Mixed Normal Experiments -- Chapter 7 Local Asymptotics of Type LAN, LAMN, LAQ -- Chapter 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ -- Chapter 9 Appendix -- Bibliography -- Index |
author_facet |
Höpfner, Reinhard, Höpfner, Reinhard, |
author_variant |
r h rh r h rh |
author_role |
VerfasserIn VerfasserIn |
author_sort |
Höpfner, Reinhard, |
title |
Asymptotic Statistics : With a View to Stochastic Processes / |
title_sub |
With a View to Stochastic Processes / |
title_full |
Asymptotic Statistics : With a View to Stochastic Processes / Reinhard Höpfner. |
title_fullStr |
Asymptotic Statistics : With a View to Stochastic Processes / Reinhard Höpfner. |
title_full_unstemmed |
Asymptotic Statistics : With a View to Stochastic Processes / Reinhard Höpfner. |
title_auth |
Asymptotic Statistics : With a View to Stochastic Processes / |
title_alt |
Frontmatter -- Preface -- Contents -- Chapter 1 Score and Information -- Chapter 2 Minimum Distance Estimators -- Chapter 3 Contiguity -- Chapter 4 L2-differentiable Statistical Models -- Chapter 5 Gaussian Shift Models -- Chapter 6 Quadratic Experiments and Mixed Normal Experiments -- Chapter 7 Local Asymptotics of Type LAN, LAMN, LAQ -- Chapter 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ -- Chapter 9 Appendix -- Bibliography -- Index |
title_new |
Asymptotic Statistics : |
title_sort |
asymptotic statistics : with a view to stochastic processes / |
series |
De Gruyter Textbook |
series2 |
De Gruyter Textbook |
publisher |
De Gruyter, |
publishDate |
2014 |
physical |
1 online resource (276 p.) |
contents |
Frontmatter -- Preface -- Contents -- Chapter 1 Score and Information -- Chapter 2 Minimum Distance Estimators -- Chapter 3 Contiguity -- Chapter 4 L2-differentiable Statistical Models -- Chapter 5 Gaussian Shift Models -- Chapter 6 Quadratic Experiments and Mixed Normal Experiments -- Chapter 7 Local Asymptotics of Type LAN, LAMN, LAQ -- Chapter 8 Some Stochastic Process Examples for Local Asymptotics of Type LAN, LAMN and LAQ -- Chapter 9 Appendix -- Bibliography -- Index |
isbn |
9783110250282 9783110238570 9783110238471 9783110637205 9783110369526 9783110370355 9783110367782 9783110250244 |
callnumber-first |
Q - Science |
callnumber-subject |
QA - Mathematics |
callnumber-label |
QA276 |
callnumber-sort |
QA 3276 H64 42014 |
url |
https://doi.org/10.1515/9783110250282 https://www.degruyter.com/isbn/9783110250282 https://www.degruyter.com/document/cover/isbn/9783110250282/original |
illustrated |
Not Illustrated |
dewey-hundreds |
500 - Science |
dewey-tens |
510 - Mathematics |
dewey-ones |
519 - Probabilities & applied mathematics |
dewey-full |
519.6/23 |
dewey-sort |
3519.6 223 |
dewey-raw |
519.6/23 |
dewey-search |
519.6/23 |
doi_str_mv |
10.1515/9783110250282 |
oclc_num |
979689602 |
work_keys_str_mv |
AT hopfnerreinhard asymptoticstatisticswithaviewtostochasticprocesses |
status_str |
n |
ids_txt_mv |
(DE-B1597)122923 (OCoLC)979689602 |
carrierType_str_mv |
cr |
hierarchy_parent_title |
Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 Title is part of eBook package: De Gruyter DGBA Backlist Mathematics 2000-2014 (EN) Title is part of eBook package: De Gruyter DGBA Mathematics - 2000 - 2014 Title is part of eBook package: De Gruyter EBOOK PACKAGE Complete Package 2014 Title is part of eBook package: De Gruyter EBOOK PACKAGE Mathematics, Physics 2014 |
is_hierarchy_title |
Asymptotic Statistics : With a View to Stochastic Processes / |
container_title |
Title is part of eBook package: De Gruyter DGBA Backlist Complete English Language 2000-2014 PART1 |
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