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Exponential Families of Stochastic Processes

by Uwe Kuchler

  • ISBN: 9780387949819
  • ISBN10: 038794981X

Exponential Families of Stochastic Processes

by Uwe Kuchler

  • List Price: $199.00
  • Binding: Hardcover
  • Publisher: Springer Verlag
  • Publish date: 09/01/1997
  • ISBN: 9780387949819
  • ISBN10: 038794981X
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Description: Natural Exponential Families of Levy Processes.- Definitions and Examples.- First Properties.- Random Time Transformations.- Exponential Families of Markov Processes.- The Envelope Families.- Likelihood Theory.- Linear Stochastic Differential Equations with Time Delay.- Sequential Methods.- The Semimartingale Approach.- Alternative Definitions.
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