Küchler, Uwe; Sørensen, Michael A simple estimator for discrete-time samples from affine stochastic delay differential equations. (English) Zbl 1209.62198 Stat. Inference Stoch. Process. 13, No. 2, 125-132 (2010). MSC: 62M09 62M99 60H30 34K50 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Stat. Inference Stoch. Process. 13, No. 2, 125--132 (2010; Zbl 1209.62198) Full Text: DOI
Küchler, Uwe; Sørensen, Michael On exponential families of Markov processes. (English) Zbl 0907.62101 J. Stat. Plann. Inference 66, No. 1, 3-19 (1998). Reviewer: B.L.S.Prakasa Rao (New Delhi) MSC: 62M99 62M05 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, J. Stat. Plann. Inference 66, No. 1, 3--19 (1998; Zbl 0907.62101) Full Text: DOI
Küchler, Uwe; Sørensen, Michael Curved exponential families of stochastic processes and their envelope families. (English) Zbl 0857.62010 Ann. Inst. Stat. Math. 48, No. 1, 61-74 (1996). MSC: 62E10 62M02 62M99 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, Ann. Inst. Stat. Math. 48, No. 1, 61--74 (1996; Zbl 0857.62010) Full Text: DOI
Küchler, Uwe; Sørensen, Michael Exponential families of stochastic processes and Lévy processes. (English) Zbl 0854.60076 J. Stat. Plann. Inference 39, No. 2, 211-237 (1994). MSC: 60J99 62M99 PDFBibTeX XMLCite \textit{U. Küchler} and \textit{M. Sørensen}, J. Stat. Plann. Inference 39, No. 2, 211--237 (1994; Zbl 0854.60076) Full Text: DOI
Küchler, Uwe Some results on exponential families of Markov processes. (English) Zbl 0659.62005 Sequential methods in statistics, Banach Cent. Publ. 16, 327-335 (1985). MSC: 62B05 62M99 60J25 60J99 PDFBibTeX XML