Conjugate priors for exponential-type processes with random initial conditions
Volume 22 / 1994
Applicationes Mathematicae 22 (1994), 321-330
DOI: 10.4064/am-22-3-321-330
Abstract
The family of proper conjugate priors is characterized in a general exponential model for stochastic processes which may start from a random state and/or time.
