Filtered arithmetic mean measure and its applications

DOI10.1137/S0040585X97983596MaRDI QIDQ3556732zbMATH OpenOpenAlexFDO

Authors Denis A. Zhdanov

Publication date 26 April 2010

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97983596

zbMATH Keywords

Kullback-Leibler informationFano's lemmaHellinger processtriplet of predictable characteristicsKullback-Leibler process

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Theory of statistical experiments (62B15) Minimax procedures in statistical decision theory (62C20) Generalizations of martingales (60G48)

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