STATIONARY EXPONENTIAL-FAMILIES
成果类型:
Article
署名作者:
DINWOODIE, IH
刊物名称:
ANNALS OF STATISTICS
ISSN/ISSBN:
0090-5364
DOI:
10.1214/aos/1176324470
发表日期:
1995
页码:
327-337
关键词:
摘要:
A stationary exponential family is defined using transition densities which take the form of exponentiated symmetric it-linear forms on 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.