Exponential Families of Stochastic Processes (Paperback, Softcover reprint of the original 1st ed. 1997)

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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Series in Statistics
Release date:	March 2013
First published:	1997
Authors:	Uwe Kuchler • Michael Sorensen
Dimensions:	229 x 152 x 18mm (L x W x T)
Format:	Paperback
Pages:	322
Edition:	Softcover reprint of the original 1st ed. 1997
ISBN-13:	978-1-4757-7100-8
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > General
LSN:	1-4757-7100-2
Barcode:	9781475771008

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