Exponential families of stochastic processes and Lévy processes (Q1330193)

From MaRDI portal
Revision as of 16:54, 22 May 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    0 references
    5 January 1997
    0 references
    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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references