We prove that for continuous stochastic processes S based on (Ω F P) for which there is an equivalent martingale measure Q0 with square-integrable density d Q0/ d P, we have that the so-called ...
This is a preview. Log in through your library . Abstract Wahba and co-workers introduced the smoothing spline analysis-of-variance (SS ANOVA) method for data from exponential families. In this paper, ...
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