The Fisher-Darmois-Koopman-Pitman theorem for random processes
- 1 December 1986
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
The Fisher-Darmois-Koopman-Pitman theorem says that for smooth nowhere vanishing probability densities, a finite dimensional sufficient statistic exists if and only if the densities are from an exponential family. This is a classical result for parameter estimation. It has also been proved for a limited class of random processes. In this paper, it is proved for a very wide class of random processes.Keywords
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