ENGLISH

Exponential Families of Stochastic Processes

By Uwe Küchler , Michael Sorensen

Book information

Publisher
Springer
Year
1997
ISBN
038794981X, 9780387949819, 9780387227658
LCC
QA274 .K83 1997
Open Library ID
OL663762M
Language
english
Format
PDF
Filesize
5 MB (5256059 bytes)
Series
Springer Series in Statistics
Edition
1
Pages
333\333
Library
mexmat
Time added
2009-07-20 03:45:11
Математика;Теория вероятностей и математическая ст

Description

This book provides 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. The statistical concepts are explained carefully so that probabilists with only a basic background in statistics can use the book to get into statistical inference for stochastic processes. Exercises are included to make the book useful for an advanced graduate course.

Similar books