The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.
@article{bwmeta1.element.bwnjournal-article-zmv22z3p321bwm, author = {Ryszard Magiera}, title = {Conjugate priors for exponential-type processes with random initial conditions}, journal = {Applicationes Mathematicae}, volume = {22}, year = {1994}, pages = {321-330}, zbl = {0827.62013}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv22z3p321bwm} }
Magiera, Ryszard. Conjugate priors for exponential-type processes with random initial conditions. Applicationes Mathematicae, Tome 22 (1994) pp. 321-330. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv22z3p321bwm/
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