The structure of exponential families of stochastic processes with a time-continuous likelihood function is investigated by means of semimartingale theory. The time-homogeneous exponential families of ...
This is a preview. Log in through your library . Abstract An efficient method for simulating a nonhomogeneous Poisson process with rate function λ(t) = exp (α 0 + α 1t) is given. The method is based ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback