Curved exponential families of stochastic processes and their envelope families
| Year of publication: |
1996
|
|---|---|
| Authors: | Küchler, Uwe ; Sørensen, Michael |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 48.1996, 1, p. 61-74
|
| Publisher: |
Springer |
| Subject: | Censored data | diffusion processes | Gaussian autoregression | goodness-of-fit test | Markov processes | Ornstein-Uhlenbeck process | pure birth process |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616445