Cet ouvrage presente un cours de Statistique Asymptotique (avec complements de cours et exercices). Il a ete enseigne au DEA de Paris 7 de Statistique et Modeles Mathematiques en Economie et en Finance. Le but est de presenter avec un maximum d'exemples (variables independantes, dependantes, diffusions, processus, ...) les divers points de vue utilises en Statistique Asymptotique, leurs coherences et leurs differences. Ainsi se cotoient les theories d'Hajek, Le Cam, Bahadur, Ibragimov, Has'minskii, Efron, Amari, ... Le but de ce livre est de donner une vue assez large en Statistique...
Cet ouvrage presente un cours de Statistique Asymptotique (avec complements de cours et exercices). Il a ete enseigne au DEA de Paris 7 de Statistique...
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes. These days, statistics for stochastic processes is a lively topic, driven by the needs of various fields of application, such as finance, the biosciences, and telecommunication.
The three chapters of this volume are completely dedicated to the estimation of Levy processes, and are written by experts in the field. The first chapter by Denis Belomestny and Markus Rei treats the low frequency situation, and estimation methods are based on the...
The aim of this volume is to provide an extensive account of the most recent advances in statistics for discretely observed Levy processes. These d...
