Exponential families of stochastic processes
DOI10.1007/b98954zbMath0882.60012OpenAlexW1977400475MaRDI QIDQ1363214
Publication date: 19 August 1997
Published in: Springer Series in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/b98954
statistical inference for stochastic processesexponential modelslikelihood theory for general exponential families
Non-Markovian processes: estimation (62M09) Probability distributions: general theory (60E05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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