Pages that link to "Item:Q5753300"
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The following pages link to Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach (Q5753300):
Displaying 16 items.
- Conjugate priors for exponential-type processes (Q1186642) (← links)
- On mixed exponential processes and martingales (Q1280855) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- On exponential families of Markov processes (Q1378771) (← links)
- Large deviation probabilities in estimation of Poisson random measures (Q1805780) (← links)
- Curved exponential families of stochastic processes and their envelope families (Q1817408) (← links)
- Conditions equivalent to consistency of approximate MLE's for stochastic processes (Q1890721) (← links)
- Estimation for partially observed Markov processes (Q1892250) (← links)
- Stopped Lévy processes with applications to first passage times (Q1922138) (← links)
- On asymptotically optimal estimates for general observations (Q1965884) (← links)
- Information geometry of reversible Markov chains (Q2064255) (← links)
- (Q4264747) (← links)
- (Q4356499) (← links)
- (Q4909780) (← links)
- (Q4909817) (← links)
- Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise (Q5687775) (← links)