caa a22 4500 477062660 CHVBK 20180405111405.0 cr unu---uuuuu 170330e19960301xx s 000 0 eng 10.1007/BF00049289 doi (NATIONALLICENCE)springer-10.1007/BF00049289 Curved exponential families of stochastic processes and their envelope families [Elektronische Daten] [Uwe Küchler, Michael Sørensen] Exponential families of stochastic processes are usually curved. The full exponential families generated by the finite sample exponential families are called the envelope families to emphasize that their interpretation as stochastic process models is not straightforward. A general result on how to calculate the envelope families is given, and the interpretation of these families as stochastic process models is considered. For Markov processes rather explicit answers are given. Three examples are considered some in detail: Gaussian autoregressions, the pure birth process and the Ornstein-Uhlenbeck process. Finally, a goodness-of-fit test for censored data is discussed. The Institute of Statistical Mathematics, 1996 Censored data nationallicence diffusion processes nationallicence Gaussian autoregression nationallicence goodness-of-fit test nationallicence Markov processes nationallicence Ornstein-Uhlenbeck process nationallicence pure birth process nationallicence Küchler Uwe Institut fïr Stochastik, Fachbereich Mathematik, Humboldt-Universität zu Berlin, Unter den Linden 6, Berlin, Germany aut Sørensen Michael Department of Theoretical Statistics, Institute of Mathematics, University of Aarhus, 8000, Aarhus C, Denmark aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 61-74 0020-3157 48:1<61 1996 48 10463 https://doi.org/10.1007/BF00049289 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00049289 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Küchler Uwe Institut fïr Stochastik, Fachbereich Mathematik, Humboldt-Universität zu Berlin, Unter den Linden 6, Berlin, Germany aut NATIONALLICENCE 700 1- Sørensen Michael Department of Theoretical Statistics, Institute of Mathematics, University of Aarhus, 8000, Aarhus C, Denmark aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/1(1996-03-01), 61-74 0020-3157 48:1<61 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer