Exponential Families of Stochastic Processes

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Exponential families of stochastic processes are parametric stochastic p- cess models for which the likelihood function exists at all ?nite times and has an exponential representation where the dimension of the canonical statistic is ?nite and independent of time. This de?nition not only covers manypracticallyimportantstochasticprocessmodels, italsogivesrisetoa rather rich theory. This book aims at showing both aspects of exponential families of stochastic processes. Exponential families of stochastic processes are ...

Exponential Families of Stochastic Processes 2013, Springer

ISBN-13: 9781475771008

Softcover Reprint of the Origi edition

Trade paperback

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Exponential Families of Stochastic Processes 1997, Springer, New York, NY

ISBN-13: 9780387949819

1997 edition

Hardcover

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