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Innovations informational equivalence for a class of observations with independent non-Gaussian noise (Q3980930)

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scientific article; zbMATH DE number 23123
Language Label Description Also known as
English
Innovations informational equivalence for a class of observations with independent non-Gaussian noise
scientific article; zbMATH DE number 23123

    Statements

    title
    Innovations informational equivalence for a class of observations with independent non-Gaussian noise (English)
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    author
    Yoshiki Takeuchi
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    publication date
    26 June 1992
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    zbMATH Keywords
    non-Gaussian continuous martingale
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    quadratic covariation process
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    Identifiers

    DOI
    10.1109/18.133254
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    Mathematics Subject Classification ID
    93E11
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    60H10
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    93E03
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    60G44
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    60G35
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    zbMATH DE Number
    23123
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    OpenAlex ID
    W2171806117
    0 references
     
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