Martingales with sufficient statistics

DOI10.1080/17442508.2017.1316271zbMath1498.60162OpenAlexW2615409602MaRDI QIDQ5085831

R. Bórquez

Publication date: 30 June 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1316271

zbMATH Keywords

sufficient statisticsconvergence of martingalesconvex sets of martingale lawsdominated martingale laws

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Sufficient statistics and fields (62B05)

Cites Work

• Calcul stochastique et problèmes de martingales
• On the existence of a minimal sufficient subfield
• Sufficient statistics and extreme points
• Statistics and Subfields
• Application of the Radon-Nikodym Theorem to the Theory of Sufficient Statistics
• Sufficiency and Statistical Decision Functions
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