Hellinger integrals of gaussian processes with independent increments

DOI10.1080/17442508208833194zbMath0476.60041OpenAlexW2068716659MaRDI QIDQ3933717

Friedrich Liese

Publication date: 1982

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508208833194

zbMATH Keywords

absolute continuityHellinger integralsGaussian processes with independent increments

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

Related Items (5)

Optimal statistical decisions about some alternative financial models ⋮ Hellinger integrals of diffusion processes ⋮ On the variation distance for probability measures defined on a filtered space ⋮ Filtered statistical models and Hellinger processes ⋮ Distance de Hellinger-Kakutani des lois correspondant à deux processus à accroissements indépendants

Cites Work

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• Equivalence and perpendicularity of Gaussian processes
• On the f-divergence and singularity of probability measures
• The inner product of path space measures corresponding to random processes with independent increments
• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation

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