On the Hellinger type distances for filtered experiments

DOI10.1007/BF01377632zbMath0671.60044MaRDI QIDQ1119267

Kacha Dzhaparidze, Esko Valkeila

Publication date: 1990

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

stopping timebinary experimentsBurkholder type of inequalitiesHellinger processHellinger type distances

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17) Statistical aspects of information-theoretic topics (62B10)

Related Items (21)

Acknowledgement of priority. ⋮ On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions ⋮ Asymptotic expansion for forward-backward SDEs with jumps ⋮ Jump-adapted discretization schemes for Lévy-driven SDEs ⋮ Approximate indifference pricing in exponential Lévy models ⋮ Fluctuations and moderate deviations for a catalytic Fleming-Viot branching system in nonequilibrium ⋮ Intermittency for the wave equation with Lévy white noise ⋮ Maximal inequalities and some applications ⋮ Remarks on moment inequalities and identities for martingales ⋮ On some maximal inequalities for fractional Brownian motions ⋮ \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration ⋮ A Brownian particle in a microscopic periodic potential ⋮ On statistics of Markov step processes: Representation of log-likelihood ratio processes in filtered local models ⋮ On interpolation series related to the Abel-Goncharov problem ⋮ BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration ⋮ Efficient parametric estimation for a signal-plus-noise Gaussian model from discrete time observations ⋮ Unnamed Item ⋮ Local asymptotic normality and mixed normality for Markov statistical models ⋮ Regularity of models associated with Markov jump processes ⋮ On the Rosenthal's inequality for locally square integrable martingales. ⋮ Asymptotic inference for Markov step processes: Observation up to a random time

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• Distribution function inequalities for martingales
• An integral representation for the Hellinger distance.
• On the weak convergence of likelihood ratio processes of general statistical parametric models
• On Predictable Tests of $(c_n)$-Consistency of Estimates
• On Discontinuous Martingales

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