scientific article; zbMATH DE number 720754

zbMATH Open0814.62049MaRDI QIDQ4322397FDOQ4322397

Authors: Uwe Küchler, Michael Sørensen 

Publication date: 20 March 1995

Title of this publication is not available (Why is that?)

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• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
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• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes

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)

Cited In (9)

• On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes
• Stationary exponential families
• Title not available (Why is that?)
• Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
• Title not available (Why is that?)
• On exponential families of Markov processes
• Exponential families of stochastic processes and Lévy processes
• Conjugate priors for exponential-type processes
• Curved exponential families of stochastic processes and their envelope families

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