资讯

Let X = {X t : t ≥ 0} be a stationary piecewise continuous ℝ d -valued process that moves between jumps along the integral curves of a given continuous vector field, and let S ᑕ ℝ d be a smooth ...
We show that, largely speaking, exponential families are extreme point models in the sense of Lauritzen (1974, 1982, 1984), except that in some cases degenerate measures shall be added. The results ...