Exponential families of stochastic processes and Lévy processes (Q1330193): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/0378-3758(94)90206-2 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2060253968 / rank | |||
Normal rank |
Revision as of 17:43, 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)
0 references
5 January 1997
0 references
counting processes
0 references
Lévy characteristics
0 references
maximum likelihood estimation
0 references
processes with independent increments
0 references
reciprocal exponential family
0 references
semimartingales
0 references
stochastic time transformation
0 references