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Asymptotic Statistics

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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.

Author(s): Reinhard Höpfner
Series: De Gruyter Graduate
Publisher: De Gruyter
Year: 2014

Language: English
Pages: 276
Tags: Математика;Теория вероятностей и математическая статистика;Математическая статистика;