Written by two of the leading researchers in the field, this will be the first book-treatment of the literature on exponential families of stochastic processes. It will be of interest to theoretical statisticians and probabilists.Uwe KA¼chler, Michael Sorensen. because X has stationary independent increments. Note in particular that the cumulant transform of Xt under Pg is s |aagt; t(/s(l9+ s) a /-6(9)), which for t * n is the cumulant transform ... 2.3 Exercises 15 Exercises.

Title | : | Exponential Families of Stochastic Processes |

Author | : | Uwe Küchler, Michael Sorensen |

Publisher | : | Springer Science & Business Media - 1997-07-10 |

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