Curved exponential families of stochastic processes and their envelope families

Uwe Küchler and Michael Sørensen ()

Annals of the Institute of Statistical Mathematics, 1996, vol. 48, issue 1, 74 pages

Keywords: Censored data; diffusion processes; Gaussian autoregression; goodness-of-fit test; Markov processes; Ornstein-Uhlenbeck process; pure birth process (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/BF00049289

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