Author : Uwe Küchler
Release : 2006-05-09
Genre : Mathematics
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Book Rating : 652/5 ( reviews)

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Exponential Families of Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Exponential Families of Stochastic Processes write by Uwe Küchler. This book was released on 2006-05-09. Exponential Families of Stochastic Processes available in PDF, EPUB and Kindle. 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.