Exponential Families of Stochastic Processes

Released on by Uwe Küchler
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  • Exponential Families of Stochastic Processes Book Detail

  • Author : Uwe Küchler
  • Release Date : 2006-05-09
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 325
  • ISBN 13 : 0387227652
  • File Size : 30,30 MB
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Exponential Families of Stochastic Processes by Uwe Küchler PDF Summary

Book Description: A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors - two of the leading experts in the field - and several other researchers. The theory is applied to a broad spectrum of examples, covering a large number of frequently applied stochastic process models with discrete as well as continuous time. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later. Most of the concepts and tools from stochastic calculus needed when working with inference for stochastic processes are introduced and explained without proof in an appendix. This appendix can also be used independently as an introduction to stochastic calculus for statisticians. Numerous exercises are also included.

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Information and Exponential Families

Information and Exponential Families

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First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as