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|