Exponential Families of Stochastic Processes

• Main Authors: Küchler, Uwe (Author), Sørensen, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 1997.
• Series: Springer Series in Statistics,
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Probabilities.; Probability Theory and Stochastic Processes.; Applications of Mathematics.

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...