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Exponential Families of Stochastic Processes
Kuchler, U. (Humboldt-Universitat Zu Berlin, Germany); Soerensen, M. (University Of Aarhus, Denmark)
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Description for Exponential Families of Stochastic Processes
Hardback. Provides a comprehensive account of the statistical theory of exponential families of stochastic processes. This book reviews the progress in the field. The theory is applied to a broad spectrum of examples. It covers a large number of frequently applied stochastic process models with discrete as well as with continuous time. Series: Springer Series in Statistics. Num Pages: 332 pages, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 20. Weight in Grams: 653.
Exponential families of stochastic processes are parametric stochastic p- cess models for which the likelihood function exists at all ?nite times and has an exponential representation where the dimension of the canonical statistic is ?nite and independent of time. This de?nition not only covers manypracticallyimportantstochasticprocessmodels,italsogivesrisetoa rather rich theory. This book aims at showing both aspects of exponential families of stochastic processes. Exponential families of stochastic processes are tractable from an a- lytical as well as a probabilistic point of view. Therefore, and because the theory covers many important models, they form a good starting point for an investigation of the ... Read more
Exponential families of stochastic processes are parametric stochastic p- cess models for which the likelihood function exists at all ?nite times and has an exponential representation where the dimension of the canonical statistic is ?nite and independent of time. This de?nition not only covers manypracticallyimportantstochasticprocessmodels,italsogivesrisetoa rather rich theory. This book aims at showing both aspects of exponential families of stochastic processes. Exponential families of stochastic processes are tractable from an a- lytical as well as a probabilistic point of view. Therefore, and because the theory covers many important models, they form a good starting point for an investigation of the ... Read more
Product Details
Format
Hardback
Publication date
1997
Publisher
Springer-Verlag New York Inc. United States
Number of pages
332
Condition
New
Series
Springer Series in Statistics
Number of Pages
322
Place of Publication
New York, NY, United States
ISBN
9780387949819
SKU
V9780387949819
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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