On exponential families of Markov processes (Q1378771)
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: On exponential families of Markov processes |
scientific article; zbMATH DE number 1115605
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On exponential families of Markov processes |
scientific article; zbMATH DE number 1115605 |
Statements
On exponential families of Markov processes (English)
0 references
9 February 1998
0 references
The authors study exponential families of stochastic processes in discrete and continuous time where the underlying observed process is Markovian under the dominating measure. They discuss the structure of the likelihood function for exponential families of Markov processes in terms of Lévy systems. Several examples are given illustrating the theory,
0 references
exponential families of stochastic processes
0 references
likelihood function
0 references
0 references
0 references
0 references
0 references
0 references
