On information closures of exponential families:a counterexample
β Scribed by Csiszar, I.; Matus, F.
- Book ID
- 114638285
- Publisher
- IEEE
- Year
- 2004
- Tongue
- English
- Weight
- 175 KB
- Volume
- 50
- Category
- Article
- ISSN
- 0018-9448
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Exponential families of stochastic processes in discrete and continuous time are considered, where the underlying observed process is Markovian under the dominating measure. It is shown that the observed process is Markovian under the other probability measures in the exponential family if and only
Let be a positive measure deΓΏned on the product of two vector spaces E = E 1 Γ E 2 . Let F = F( ) be a natural exponential family (NEF) generated by such that the projection of F on E 1 constitutes a NEF on E 1 . This property, called a cut on E 1 , has been deΓΏned and characterized by Barndor -Niel