Exponential Families of Stochastic Processes

Beschreibung

Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 336 pp. Englisch.

Bestandsnummer des Verkäufers 9780387949819

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Bibliografische Details

Titel

Exponential Families of Stochastic Processes

Verlag

Springer New York, Springer US Jul 1997

Erscheinungsjahr

1997

Sprache

Englisch

ISBN-10

038794981X

ISBN-13

9780387949819

Einband

Buch

Zustand

Neu

Abmessungen

241B x 160 H x 23 T Millimeter Breite: 241 mm, Höhe: 160 mm, Tiefe: 23 mm

Gewicht

670 Gramm

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