On estimation of random variables via the martingale convergence theorem

DOI10.1016/0167-6911(88)90112-0zbMath0646.62007OpenAlexW2071269556MaRDI QIDQ1103982

Gary L. Wise, Alan E. Wessel

Publication date: 1988

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(88)90112-0

zbMATH Keywords

conditional expectationmartingale convergence theoremGaussian random variableBorel measurableestimation of random variables

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sufficiency and information (62B99)

Cites Work

• A note on a common misconception in estimation
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