An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments
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Publication:3966857
DOI10.1002/mana.19811030103zbMath0501.60045OpenAlexW2050603222MaRDI QIDQ3966857
Publication date: 1981
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19811030103
Related Items (6)
Exponential families of stochastic processes and Lévy processes ⋮ On exponential families of Markov processes ⋮ A note on sequential maximum likelihood estimates in processes with independent increments ⋮ Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments ⋮ A martingale characterization of Pólya-Lundberg processes ⋮ On mixed exponential processes and martingales
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