Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach

DOI10.2307/1403382zbMath0721.60055OpenAlexW2082137378MaRDI QIDQ5753300

Michael Sørensen, Uwe Küchler

Publication date: 1989

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403382

zbMATH Keywords

Markov chainslikelihood functioncounting processesdiffusion-type processesprocesses with independent incrementsscore functionslocal characteristicsexponential families of stochastic processes

Mathematics Subject Classification ID

Generalizations of martingales (60G48)

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