Curved exponential families of stochastic processes and their envelope families (Q1817408)

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Curved exponential families of stochastic processes and their envelope families
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    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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