Information processes for semimartingale experiments

DOI10.1214/aop/1046294310zbMath1020.60019OpenAlexW1995241161MaRDI QIDQ1872330

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

Kullback-Leibler informationposterior distributionHellinger process

Mathematics Subject Classification ID

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

Cites Work

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• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. II
• On prequential model assessment in life history analysis

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