A Regular Filtered Statistical Model and Families of Martingales

DOI10.1137/1137008zbMath0782.62008OpenAlexW1984556349MaRDI QIDQ4007605

Alexander A. Gushchin

Publication date: 27 September 1992

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

Full work available at URL: https://doi.org/10.1137/1137008

zbMATH Keywords

local martingalescore processfiltered statistical model

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Parametric inference (62F99) Inference from stochastic processes (62M99) Martingales with continuous parameter (60G44) Sufficiency and information (62B99)

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