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Rao - Semimartingales and Their Statistical Inference

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Contents
Semimartingales and their Statistical Inference BLS Prakasa Rao Indian - photo 1
Semimartingales and their Statistical Inference
B.L.S. Prakasa Rao Indian Statistical Institute
New Delhi, India
CRC Press Taylor Francis Group 6000 Broken Sound Parkway NW Suite 300 Boca - photo 2 CRC Press
Taylor & Francis Group
6000 Broken Sound Parkway NW, Suite 300
Boca Raton, FL 33487-2742 1999 by Taylor & Francis Group, LLC
CRC Press is an imprint of Taylor & Francis Group, an lnforma business No claim to original U.S. Government works This book contains information obtained from authentic and highly regarded sources. Reasonable efforts have been made to publish rellable data and information, but the author and publisher cannot assume responsibility for the valldity of all materials or the consequences of their use. The authors and publishers have attempted to trace the copyright holders of all material reproduced in this publication and apologize to copyright holders if permission to publish in this form has not been obtained. If any copyright material has not been acknowledged please write and let us know so we may rectify in any future reprint.

Except as permitted under U.S. Copyright Law, no part of this book may be reprinted, reproduced. transmitted, or utilized in any form by any electronic. mechanical, or other means, now known or hereafter invented. including photocopying. microfilming, and recording, or in any information storage or retrieval system, without written permission from the publishers.

For permission to photocopy or use material electronically from this work, please access www.copyright.com (http://www.copyright.com/) or contact the Copyright Clearance Center, Inc. (Ccq, 222 Rosewood Drive, Danvers, MA 01923, 978-750-8400. CCC is a not-for-profit organization that provides licenses and registration for a variety of users. For organizations that have been granted a photocopy license by the CCC, a separate system of payment has been arranged. Trademark Notice: Product or corporate names may be trademarks or registered trademarks, and are used only for identification and explanation without intent to infringe. Cox, V. Isham, N. Isham, N.

Keiding, N. Reid, H. Tong, and T. Louis 1 Stochastic Population Models in Ecology and Epidemiology M.S. Barlett (1960) 2 Queues D.R. Cox and W.L Smith (1961) 3 Monte Carlo Methods J.M.

Hanunersley and D.C. Handscomb (1964) 4 The Statistical Analysis of Series of Events D.R. Cox and P.A. W. Lewis (1966) 5 Population Genetics W.J. Ewens (1969) 6 Probability, Statistics and Time M.S.

Barlett (1975) 7 Statistical Inference S.D. Silvey (1975) 8 The Analysis of Contingency Tables B.S. Everitt (1977) 9 Multivariate Analysis in Behavioural Research A. E. Maxwell (1977) 10 Stochastic Abundance Models S. G. G.

Pitman (1979) 12 Point Processes D.R. Cox and V. Isham (1980) 13 Identification of Outliers D.M. Hawkins (1980) 14 Optimal Design S.D. Silvey (1980) 15 Finite Mixture Distributions B.S. Everitt and D.J.

Hand (1981) 16 Classification A.D. Gordon (1981) 17 Distribution-free Statistical Methods, 2nd edition J.S. Marit:t. (1995) 18 Residuals and Influence in Regression R.D. Cook and S. Weisbef8 (1982) 19 Applications of Queueing Theory, 2nd edition G. F.

Newell (1982) 20 Risk Theory, 3rd edition R.E. Beard, T. Pentikiiinen and E. Pesonen (1984) 21 Analysis of Survival Data D.R. Cox and D. Oakes (1984) 22 An Introduction to Latent Variable Models B.S.

Everitt (1984) 23 Bandit Problems D.A. Berry and B. Fristedl (1985) 24 Stochastic Modelling and Control M.H.A. Davis and R. Vinter (1985) 25 The Statistical Analysis of Composition Data J. W. W.

Silverman (1986) 27 Regression Analysis with Applications G.B. Wetherill (1986) 28 Sequential Methods in Statistics, 3rd edition G.B. Wetherill and K.D. Glazebrook (1986) 29 Tensor Methods in Statistics P. McCullagh (1987) 30 Transformation and Weighting in Regression R.J. Carrol and D.

Ruppert (1988) 31 Asymptotic Techniques of Use in Statistics O.E. Bardorff-Nielsen and D.R. Cox (1989) 32 Analysis of Binary Data, 2nd edition D.R. Cox and E.J. Snell (1989) 33 Analysis of Infectious Disease Data N.G. Becker (1989) 34 Design and Analysis of Cross-Over Trials B.

Jones and M.G. Kenward (1989) 35 Empirical Bayes Methods, 2nd edition J.S. Maritz and T. Lwin (1989) 36 Symmetric Multivariate and Related Distributions K.-T Fang, S. Kotz and K. W.

Ng (1990) 37 Generalized Linear Models, 2nd edition P. McCullagh and J.A. Neider (1989) 38 Cyclic and Computer Generated Designs, 2nd edition J.A. John and E.R. Williams (1995) 39 Analog Estimation Methods in Econometrics C. F.

Manski (1988) 40 Subset Selection in Regression A.J. Miller (1990) 41 Analysis of Repeated Measures M.J. Crowder and D.J. Hand (1990) 42 Statistical Reasoning with Imprecise Probabilities P. Walley (1991) 43 Generalized Additive Models T.J. 1ibshirani (1990) 44 Inspection Errors for Attributes in Quality Control N.L Johnson, S. 1ibshirani (1990) 44 Inspection Errors for Attributes in Quality Control N.L Johnson, S.

Kotz and X, Wu (1991) 45 The Analysis of Contingency Tables, 2nd edition B.S. Everitt (1992) 46 The Analysis of Quantal Response Data B.J. T. Morgan 47 Longitudinal Data with Serial Correlation: A State-space Approach R.H. Jones (1993) 48 Differential Geometry and Statistics M.K. W. W.

Rice (1993) 49 Markov Models and Optimization M.H.A. Davis (1993) 50 Networks and Chaos-Statistical and Probabilistic Aspects O.E. Barndorff-Nielsen, J.L Jensen and W.S. Kendall (1993) 51 Number-theoretic Methods in Statistics K.-T. Fang and Y. Wang (1994) 52 Inference and Asymptotics O.E.

Barndorff-Nielsen and D.R. Cox (1994) 53 Practical Risk Theory for Actuaries C.D. Daykin, T. Pentikiiinen and M. Pesonen (1994) 54 Biplots J.C. Gower and D.J.

Hand (1996) 55 Predictive Inference-An Introduction S. Geisser (1993) 56 Model-Free Curve Estimation M.E. Tarter and M.D. Lock (1993) 57 An Introduction to the Bootstrap B. Efron and R.J. 1ibshirani (1993) 58 Nonparametric Regression and Generalized Linear Models P.J.

Green and B. W. Silverman (1994) 59 Multidimensional Scaling T.F. Cox and M.A.A. Cox (1994) 60 Kernel Smoothing M.P. Wand and M.C.

Jones (1995) 61 Statistics for Long Memory Processes J. Beran (1995) 62 Nonlinear Models for Repeated Measurement Data M. Davidian and D.M. Giltinan (1995) 63 Measurement Error in Nonlinear Models R.J. Carroll, D. Rupert and LA.

Stefanski (1995) 64 Analyzing and Modeling Rank Data J.J. Marden (1995) 65 Time Series Models - In econometrics, finance and other fields D.R. Cox, D. V. Hinkley and O.E. Fan and I. Fan and I.

Gijbels (1996) 67 Multivariate Dependencies-Models, analysis and interpretation D.R. Cox and N. Wennuth (1996) 68 Statistical Inference-Based on the likelihood A. Azzalini (1996) 69 Bayes and Empirical Bayes Methods for Data Analysis B.P. Carlin and T.A Louis

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