Exponential Families of Stochastic Processes:
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
New York, NY
Springer New York
1997
|
| Schriftenreihe: | Springer Series in Statistics
|
| Schlagwörter: | |
| Links: | https://doi.org/10.1007/b98954 |
| Beschreibung: | 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 statistics of stochastic processes and cast interesting light on basic inference problems for stochastic processes. Exponential models play a central role in classical statistical theory for independent observations, where it has often turned out to be informative and advantageous to view statistical problems from the general perspective of exponential families rather than studying individually speci?c expon- tial families of probability distributions. The same is true of stochastic process models. Thus several published results on the statistics of parti- lar process models can be presented in a uni?ed way within the framework of exponential families of stochastic processes |
| Umfang: | 1 Online-Ressource (X, 322 p) |
| ISBN: | 9780387227658 9780387949819 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/b98954 |
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| discipline | Mathematik |
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| format | Electronic eBook |
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| id | DE-604.BV042419113 |
| illustrated | Not Illustrated |
| indexdate | 2024-12-20T17:10:39Z |
| institution | BVB |
| isbn | 9780387227658 9780387949819 |
| issn | 0172-7397 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027854530 |
| oclc_num | 704468626 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (X, 322 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Springer Series in Statistics |
| spellingShingle | Küchler, Uwe Exponential Families of Stochastic Processes Statistics Statistics, general Statistik Stochastischer Prozess (DE-588)4057630-9 gnd Exponentialfamilie (DE-588)4372302-0 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4372302-0 |
| title | Exponential Families of Stochastic Processes |
| title_auth | Exponential Families of Stochastic Processes |
| title_exact_search | Exponential Families of Stochastic Processes |
| title_full | Exponential Families of Stochastic Processes by Uwe Küchler, Michael Sørensen |
| title_fullStr | Exponential Families of Stochastic Processes by Uwe Küchler, Michael Sørensen |
| title_full_unstemmed | Exponential Families of Stochastic Processes by Uwe Küchler, Michael Sørensen |
| title_short | Exponential Families of Stochastic Processes |
| title_sort | exponential families of stochastic processes |
| topic | Statistics Statistics, general Statistik Stochastischer Prozess (DE-588)4057630-9 gnd Exponentialfamilie (DE-588)4372302-0 gnd |
| topic_facet | Statistics Statistics, general Statistik Stochastischer Prozess Exponentialfamilie |
| url | https://doi.org/10.1007/b98954 |
| work_keys_str_mv | AT kuchleruwe exponentialfamiliesofstochasticprocesses AT sørensenmichael exponentialfamiliesofstochasticprocesses |