Information processes for semimartingale experiments

DOI10.1214/AOP/1046294310MaRDI QIDQ1872330zbMATH OpenOpenAlexFDO

Authors Kacha Dzhaparidze, Peter Spreij, Esko Valkeila

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1046294310

zbMATH Keywords

posterior distributionKullback-Leibler informationHellinger process

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) General theory of stochastic processes (60G07)

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• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
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Cited in

(4)

• scientific article; zbMATH DE number 4119451 (Why is no real title available?)
• scientific article; zbMATH DE number 2118842 (Why is no real title available?)
• On information processes in statistical experiments with distributed observations
• scientific article; zbMATH DE number 39183 (Why is no real title available?)

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