by Jean Jacod (Author), Philip Protter (Contributor)
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: Paperback
Pages: 612
Edition: 2012
Publisher: Springer
Published: 31 Dec 2013
ISBN 10: 3642269508
ISBN 13: 9783642269509