Written by two of the leading researchers in the field, this will be the first book-treatment of the literature on exponential families of stochastic processes. It will be of interest to theoretical statisticians and probabilists.

The first book to cover exponential families of stochastic processes * The statistical concepts are explained carefully so that probabilists with only a basic background in statistics can use the book to get into statistical inference for stochastic processes Includes many results from the authors' progress in the field

Autorentext

Prof. Dr. Uwe Küchler ist Professor im Ruhestand an der Humboldt-Universität zu Berlin und war viele Jahre in Forschung und Lehre auf den Gebieten der Wahrscheinlichkeitstheorie und Mathematischen Statistik tätig.

Zusammenfassung
A comprehensive account of the statistical theory of exponential families of stochastic processes. 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.

Inhalt
Natural Exponential Families of Léevy Processes.- Definitions and Examples.- First Properties.- Random Time Transformations.- Exponential Families of Markov Processes.- The Envelope Families.- Likelihood Theory.- Linear Stochastic Differential Equations with Time Delay.- Sequential Methods.- The Semimartingale Approach.- Alternative Definitions.