Filtered statistical models and Hellinger processes

DOI10.1016/0304-4149(89)90052-5MaRDI QIDQ1825516zbMATH OpenOpenAlexFDO

Authors Jean Jacod

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90052-5

zbMATH Keywords

filtered statistical experimentsHellinger processeslikelihood processMellin transforms

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99)

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Cites work

• Asymptotic methods in statistical decision theory
• Calcul stochastique et problèmes de martingales
• Convergence of filtered statistical models and Hellinger processes
• Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants
• Hellinger integrals of gaussian processes with independent increments
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• Infinitely divisible statistical experiments
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• On contiguity of probability measures corresponding to semimartingales
• On the weak convergence of likelihood ratio processes of general statistical parametric models

Cited in

(15)

• Filtered probability
• Convergence of filtered statistical models and Hellinger processes
• Information processes for semimartingale experiments
• Some properties of the Hellinger transform and its application in classification problems
• scientific article; zbMATH DE number 4213198 (Why is no real title available?)
• scientific article; zbMATH DE number 4080606 (Why is no real title available?)
• scientific article; zbMATH DE number 18234 (Why is no real title available?)
• scientific article; zbMATH DE number 19573 (Why is no real title available?)
• scientific article; zbMATH DE number 39183 (Why is no real title available?)
• scientific article; zbMATH DE number 1304726 (Why is no real title available?)
• Complex analysis and convolution operators
• scientific article; zbMATH DE number 4119451 (Why is no real title available?)
• scientific article; zbMATH DE number 2118842 (Why is no real title available?)
• A Poisson Limit Theorem for Reliability Models Based on Markov Chains
• On the optimal error exponents for classical and quantum antidistinguishability

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