Stationary exponential families (Q1895362)
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scientific article; zbMATH DE number 786217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary exponential families |
scientific article; zbMATH DE number 786217 |
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Stationary exponential families (English)
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23 October 1995
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An exponential family for stationary sequences of random vectors in \(\mathbb{R}^ d\) is defined by making use of the Ionesco Tulcea theorem [\textit{C. T. Ionesco Tulcea}, Atti Accad. Naz. Lincei, Rend., Cl. Sci. Fis. Mat. Natur., VIII. S. 7, 208-211 (1950; Zbl 0035.152)]. The main results, obtained under certain regularity conditions, concern a consistency theorem and a central limit theorem for an estimator of the parameter which indexes the process. Several examples are illustrating the results.
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exponential family
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stationary sequences of random vectors
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consistency theorem
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central limit theorem
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0.9078893
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0.90522015
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0.89776206
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0.87478405
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