Exponential families of stochastic processes and Lévy processes (Q1330193): Difference between revisions

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Revision as of 17:43, 21 March 2024

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Exponential families of stochastic processes and Lévy processes
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    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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