On exponential families of Markov processes

DOI10.1016/S0378-3758(97)00072-4zbMath0907.62101OpenAlexW2095222434MaRDI QIDQ1378771

Uwe Küchler, Michael Sørensen

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

zbMATH Keywords

likelihood functionexponential families of stochastic processes

Mathematics Subject Classification ID

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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