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Asymptotic statistical methods for stochastic processes

The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood r...

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Detalles Bibliográficos
Autor principal: Lin′kov, Yu N
Lenguaje:eng
Publicado: American Mathematical Society 2000
Materias:
Acceso en línea:http://cds.cern.ch/record/2713837