Conditional Exponential Families and a Representation Theorem for Asympotic Inference
Feigin, Paul D.
Ann. Statist., Tome 9 (1981) no. 1, p. 597-603 / Harvested from Project Euclid
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Conditional exponential families of Markov processes are defined and a representation of the score function martingale is established for the important conditionally additive case. This result unifies those obtained separately for different examples and provides the key to asymptotic normality results for the maximum likelihood estimate.
Publié le : 1981-05-14
Classification:  Conditionally additive exponential family,  nonergodic stochastic processes,  additive processes,  62M05,  60J30 
@article{1176345463,
     author = {Feigin, Paul D.},
     title = {Conditional Exponential Families and a Representation Theorem for Asympotic Inference},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 597-603},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345463}
}

Feigin, Paul D. Conditional Exponential Families and a Representation Theorem for Asympotic Inference. Ann. Statist., Tome 9 (1981) no. 1, pp.  597-603. http://gdmltest.u-ga.fr/item/1176345463/