Rao-Cramér inequalities on a space with filtration

DOI10.1070/RM1989V044N04ABEH002152zbMATH Open0698.62007MaRDI QIDQ3476112FDOQ3476112

Authors: A. A. Gushchin 

Publication date: 1989

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

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zbMATH Keywords

semimartingalefiltrationdependent observationsbounded stopping momentpredictable increasing processRao-Cramér inequality

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Theory of statistical experiments (62B15) Sufficiency and information (62B99)

Cited In (2)

• A.D. Alexandrov spaces with curvature bounded below
• Regularity, partial regularity, partial information process, for a filtered statistical model

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