Exponential families of stochastic processes and Lévy processes (Q1330193)
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English | 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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