STATIONARY EXPONENTIAL-FAMILIES

被引：0
|
作者：
DINWOODIE, IH
机构：
来源：
ANNALS OF STATISTICS | 1995年 / 23卷 / 01期
关键词：
EXPONENTIAL FAMILY; STATIONARY PROCESS; CHAIN OF FINITE ORDER;
D O I：
10.1214/aos/1176324470
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A stationary exponential family is defined using transition densities which take the form of exponentiated symmetric it-linear forms on R(d). Estimation is based on a mean value parametrization through a convex function on a finite-dimensional vector space. A consistency theorem and a central limit theorem are presented.
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页码：327 / 337
页数：11
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