Search Results for: Semimartingales And Their Statistical Inference

The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes w

Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineerin

Large sample techniques are fundamental to all fields of statistics. Mixed effects models, including linear mixed models, generalized linear mixed models, non-l

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulati

The First Detailed Account of Statistical Analysis That Treats Models as Approximations The idea of truth plays a role in both Bayesian and frequentist statisti