Filtered statistical models and Hellinger processes

DOI10.1016/0304-4149(89)90052-5zbMath0684.60031OpenAlexW2037409795MaRDI QIDQ1825516

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

Mellin transformsHellinger processeslikelihood processfiltered statistical experiments

Mathematics Subject Classification ID

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

Related Items

Some properties of the Hellinger transform and its application in classification problems ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains ⋮ Convergence of filtered statistical models and Hellinger processes

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