scientific article; zbMATH DE number 720754

zbMath0814.62049MaRDI QIDQ4322397

Michael Sørensen, Uwe Küchler

Publication date: 20 March 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimationinformationnatural exponential familylocal asymptotic mixed normalitylocal characteristicssemimartingale theoryHellinger processeslikelihood theoryexponential families of stochastic processestime- homogeneous exponential familiestime-continuous likelihood function

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Characterization and structure theory of statistical distributions (62E10) Diffusion processes (60J60)

Related Items (2)

On exponential families of Markov processes ⋮ Curved exponential families of stochastic processes and their envelope families

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