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Exponential Families of Stochastic Processes
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Exponential Families of Stochastic Processes

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.
Opplag
Softcover reprint of the original 1st ed. 1997
ISBN
9781475771008
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
8.3.2013
Antall sider
322