Curved exponential families of stochastic processes and their envelope families (Q1817408)
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scientific article; zbMATH DE number 952795
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| English | Curved exponential families of stochastic processes and their envelope families |
scientific article; zbMATH DE number 952795 |
Statements
Curved exponential families of stochastic processes and their envelope families (English)
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1 December 1996
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diffusion processes
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full exponential families
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finite sample exponential families
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envelope families
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Markov processes
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Gaussian autoregressions
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pure birth process
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Ornstein-Uhlenbeck process
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goodness-of-fit test
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censored data
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0.88178116
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0.88019884
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0.87664604
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0.87511337
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