On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference-Reference-Cited by-同舟云学术

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On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference

Published:2016-11 Issue:3 Volume:94 Page:676-680
ISSN:1064-5624
Container-title:Doklady Mathematics
language:en
Short-container-title:Dokl. Math.

Author:

Konev V. V.

Publisher

Pleiades Publishing Ltd

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1134/S1064562416060235.pdf

Reference11 articles.

1. A. A. Novikov, Teor. Veroyatn. Ee Primen. 16 (2), 394–396 (1971).

2. R. S. Liptser and A. N. Shiryaev, Statistics of Random Processes (Nauka, Moscow, 1974; Springer-Verlag, Berlin, 1977/1978).

3. A. N. Shiryaev and V. G. Spokoiny, Statistical Experiments and Decision: Asymptotic Theory (World Scientific, Singapore, 2000).

4. A. N. Shiryaev, Probability (Nauka, Moscow, 1984; Springer-Verlag, Berlin, 1994).

5. P. W. Mikulski and M. J. Monsour, J. Time Ser. Anal. 12 (3), 235–253 (1991).

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