Exponential Families of Stochastic Processes
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 many...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
1997.
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| Series: | Springer Series in Statistics,
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
