scientific article; zbMATH DE number 720754

MaRDI QIDQ4322397zbMATHFDO

Authors Uwe Küchler, Michael Sørensen

Publication date 20 March 1995

zbMATH Keywords

informationmaximum likelihood estimationnatural exponential familylocal asymptotic mixed normalitylocal characteristicssemimartingale theoryHellinger processeslikelihood theoryexponential families of stochastic processestime- homogeneous exponential familiestime-continuous likelihood function

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
• On exponential families of Markov processes
• Exponential families of stochastic processes and Lévy processes
• Exponential families of stochastic processes
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes

Cited in

(9)

• Curved exponential families of stochastic processes and their envelope families
• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Conjugate priors for exponential-type processes
• Exponential families of stochastic processes and Lévy processes
• Stationary exponential families
• scientific article; zbMATH DE number 4143226 (Why is no real title available?)
• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
• scientific article; zbMATH DE number 1348627 (Why is no real title available?)
• On exponential families of Markov processes

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4322397)