Exponential Families of Stochastic Processes is popular PDF and ePub book, written by Uwe Küchler in 2006-05-09, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Exponential Families of Stochastic Processes can be Read Online from any device for your convenience.

Exponential Families of Stochastic Processes Book PDF Summary

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.

Detail Book of Exponential Families of Stochastic Processes PDF

Exponential Families of Stochastic Processes
  • Author : Uwe Küchler
  • Release : 09 May 2006
  • Publisher : Springer Science & Business Media
  • ISBN : 9780387227658
  • Genre : Mathematics
  • Total Page : 325 pages
  • Language : English
  • PDF File Size : 11,7 Mb

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