On exponential families of Markov processes
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Publication:1378771
DOI10.1016/S0378-3758(97)00072-4zbMath0907.62101OpenAlexW2095222434MaRDI QIDQ1378771
Publication date: 9 February 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00072-4
Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)
Related Items
Exponential families of stochastic processes and Lévy processes, Conservative delta hedging., Information geometry approach to parameter estimation in Markov chains, Efficient large deviation estimation based on importance sampling, Curved exponential families of stochastic processes and their envelope families, Information geometry of reversible Markov chains
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