Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by Springer Science & Business Media. This book was released on 2006-05-09 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Exponential Families of Stochastic Processes written by Uwe Kuchler and published by . This book was released on 2014-01-15 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exponential Families of Stochastic Processes written by U. Küchler and published by . This book was released on 1987 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Information and Exponential Families written by O. Barndorff-Nielsen and published by John Wiley & Sons. This book was released on 2014-05-07 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions.
Download or read book Research Reports written by and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exponential Families of Stochastic Processes and L vy Processes written by Uwe Küchler and published by . This book was released on 1991 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Multivariate Exponential Families A Concise Guide to Statistical Inference written by Stefan Bedbur and published by Springer Nature. This book was released on 2021-10-07 with total page 147 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a concise introduction to exponential families. Parametric families of probability distributions and their properties are extensively studied in the literature on statistical modeling and inference. Exponential families of distributions comprise density functions of a particular form, which enables general assertions and leads to nice features. With a focus on parameter estimation and hypotheses testing, the text introduces the reader to distributional and statistical properties of multivariate and multiparameter exponential families along with a variety of detailed examples. The material is widely self-contained and written in a mathematical setting. It may serve both as a concise, mathematically rigorous course on exponential families in a systematic structure and as an introduction to Mathematical Statistics restricted to the use of exponential families.
Download or read book EXPONENTIAL FAMILIES OF STOCHASTIC PROCESSES WITH TIME CONTINOUS LIKELIHOOD FUNCTIONS written by U. Kychler and published by . This book was released on 1992 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Estimation for Truncated Exponential Families written by Masafumi Akahira and published by Springer. This book was released on 2017-07-26 with total page 122 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents new findings on nonregular statistical estimation. Unlike other books on this topic, its major emphasis is on helping readers understand the meaning and implications of both regularity and irregularity through a certain family of distributions. In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. This focus includes the (truncated) Pareto distribution, which is widely used in various fields such as finance, physics, hydrology, geology, astronomy, and other disciplines. The family is essential in that it links both regular and nonregular distributions, as it becomes a regular exponential family if the truncation parameter is known. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter. In order to obtain more information on the truncation, the Bayesian approach is also considered. Further, the application to some useful truncated distributions is discussed. The illustrated clarification of the nonregular structure provides researchers and practitioners with a solid basis for further research and applications.
Download or read book Information and Exponential Families written by Ole Barndorff-Nielsen and published by . This book was released on 1978 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Information and Exponential Families written by Ole E. Barndorff-Nielsen and published by . This book was released on 1978 with total page 238 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes written by Michael Sørensen and published by . This book was released on 1994 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Inverse Gaussian Distribution written by V. Seshadri and published by Oxford University Press on Demand. This book was released on 1993 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book begins with a historical survey of `generalized inverse Gaussian laws', in which the wartime contribution of Etienne Halphen is presented for the first time. The inverse Gaussian distribution, its properties, and its implications are set in a wide perspective. The concepts of inversion and inverse natural exponential functions are presented, together with an analysis of the `Tweedie' scale, of which the Gaussian distribution is an important specialcase. Chapter 2 concerns the basic theory of exponential functions, focusing on the inverse Gaussian Law. Chapter 3 is devoted to various characterization results, while Chapter 4 is concerned with the construction of multivariate distributions, and the relationship to simplex distributions,combinations, and finite mixtures. Chapter 5 introduces the concept of inverse natural exponential functions and Chapter 6 presents useful statistical results. Up-to-date research is presented in the form of exercises, a special chapter on characterizations is included, and a summary of statistical issues concerning estimation and interference are provided. Research workers will find inspiration for further investigations.
Download or read book Exponential Families Extreme Point Models and Minimal Space time Invariant Functions for Stochastic Processes with Stationary and Independent Increments written by Uwe Küchler and published by . This book was released on 1986 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Fundamentals of Statistical Exponential Families written by Lawrence D. Brown and published by IMS. This book was released on 1986 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Statistical Modelling by Exponential Families written by Rolf Sundberg and published by Cambridge University Press. This book was released on 2019-08-29 with total page 297 pages. Available in PDF, EPUB and Kindle. Book excerpt: A readable, digestible introduction to essential theory and wealth of applications, with a vast set of examples and numerous exercises.
