Stationary Exponential Families
Dinwoodie, I. H.
Ann. Statist., Tome 23 (1995) no. 6, p. 327-337 / Harvested from Project Euclid
A stationary exponential family is defined using transition densities which take the form of exponentiated symmetric $k$-linear forms on $\mathbf{R}^d$. 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.
Publié le : 1995-02-14
Classification:  Exponential family,  stationary process,  chain of finite order,  62M05,  60G10
@article{1176324470,
     author = {Dinwoodie, I. H.},
     title = {Stationary Exponential Families},
     journal = {Ann. Statist.},
     volume = {23},
     number = {6},
     year = {1995},
     pages = { 327-337},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176324470}
}
Dinwoodie, I. H. Stationary Exponential Families. Ann. Statist., Tome 23 (1995) no. 6, pp.  327-337. http://gdmltest.u-ga.fr/item/1176324470/