Exponential families of stochastic processes and Lévy processes (Q1330193): Difference between revisions
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Revision as of 18:43, 21 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential families of stochastic processes and Lévy processes |
scientific article |
Statements
Exponential families of stochastic processes and Lévy processes (English)
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5 January 1997
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counting processes
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Lévy characteristics
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maximum likelihood estimation
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processes with independent increments
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reciprocal exponential family
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semimartingales
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stochastic time transformation
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