Stationary Exponential Families

A stationary exponential family is defined using transition densities which take the form of exponentiated symmetric k-linear forms on Rd. 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 the...

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Veröffentlicht in:	The Annals of statistics 1995-02, Vol.23 (1), p.327-337
1. Verfasser:	Dinwoodie, I. H.
Format:	Artikel
Sprache:	eng
Schlagworte:	60G10 62M05 Central limit theorem chain of finite order Covariance matrices Density Eigenvalues Estimators Exact sciences and technology Exponential family Inference from stochastic processes time series analysis Markov chains Mathematical vectors Mathematics Probability and statistics Sciences and techniques of general use stationary process Stationary processes Statistics Time Series Transition probabilities Vector spaces
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Beschreibung
Zusammenfassung:	A stationary exponential family is defined using transition densities which take the form of exponentiated symmetric k-linear forms on Rd. 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.
ISSN:	0090-5364 2168-8966
DOI:	10.1214/aos/1176324470