{"product_id":"statistical-inference-in-financial-and-alexandre-brouste-9781785480836","title":"Statistical Inference in Financial and Insurance Mathematics with R","description":"\u003cp\u003eFinance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables.\u003c\/p\u003e \u003cp\u003eThree examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described.\u003c\/p\u003e \u003cp\u003eIn this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Alexandre Brouste\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 1785480839\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9781785480836\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Iste Press - Elsevier\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/15\/2017\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 202\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.15lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.10h x 6.10w x 0.60d","brand":"Alexandre Brouste","offers":[{"title":"Hardcover","offer_id":48113725636863,"sku":"9781785480836","price":175.0,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_eb4b94bc-5f75-476a-baef-f57fd7167ee1.jpg?v=1769616911","url":"https:\/\/www.whiterainbookhouse.com\/products\/statistical-inference-in-financial-and-alexandre-brouste-9781785480836","provider":"WR Book House","version":"1.0","type":"link"}