Exponential families of stochastic processes and Lévy processes

DOI10.1016/0378-3758(94)90206-2zbMath0854.60076OpenAlexW2060253968MaRDI QIDQ1330193

Uwe Küchler, Michael Sørensen

Publication date: 5 January 1997

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(94)90206-2

zbMATH Keywords

maximum likelihood estimationsemimartingalescounting processesprocesses with independent incrementsLévy characteristicsreciprocal exponential familystochastic time transformation

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Markov processes (60J99)

Related Items (3)

On information inequalities in sequential estimation for stochastic processes ⋮ Curved exponential families of stochastic processes and their envelope families ⋮ Rényi Statistics in Directed Families of Exponential Experiments*

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