Curved exponential families of stochastic processes and their envelope families

DOI10.1007/BF00049289zbMath0857.62010OpenAlexW1537691643MaRDI QIDQ1817408

Uwe Küchler, Michael Sørensen

Publication date: 1 December 1996

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00049289

zbMATH Keywords

Markov processesOrnstein-Uhlenbeck processdiffusion processescensored datagoodness-of-fit testpure birth processenvelope familiesfinite sample exponential familiesfull exponential familiesGaussian autoregressions

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Inference from stochastic processes (62M99) Markov processes: hypothesis testing (62M02)

Related Items (2)

Markov chain Monte Carlo test of toric homogeneous Markov chains ⋮ Information geometry of small diffusions

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