Exponential families of stochastic processes and Lévy processes (Q1330193)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exponential families of stochastic processes and Lévy processes |
scientific article; zbMATH DE number 605312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential families of stochastic processes and Lévy processes |
scientific article; zbMATH DE number 605312 |
Statements
Exponential families of stochastic processes and Lévy processes (English)
0 references
5 January 1997
0 references
counting processes
0 references
Lévy characteristics
0 references
maximum likelihood estimation
0 references
processes with independent increments
0 references
reciprocal exponential family
0 references
semimartingales
0 references
stochastic time transformation
0 references
0 references
0 references
