by JeanJacod (Author), PhilipProtter (Author)
Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself.
Format: Hardcover
Pages: 596
Edition: 2012
Publisher: Springer
Published: 23 Oct 2011
ISBN 10: 3642241263
ISBN 13: 9783642241260