Jacod, J. (1989), Filtered statistical models and Hellinger processes, Stochastic Processes and their Appl. 32, 3--45. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
Information Processes for Semimartingale Experiments - Dzhaparidze, Spreij, Valkeila (2000) (Correct)
....The study of Hellinger integrals and Hellinger processes started for binary experiments in the series of papers [10] 11] and [15] This theory took a complete form in the book [8] where the notions of Hellinger integrals and Hellinger processes were fully exploited. In the consequent papers [6] and [7] some of the results were generalized to a filtered experiment with a finite number of probability measures. In [5] some additional aspects of the latter experiment are discussed. These results were extended to an arbitrary parameter space in [4] It turns out that properties of the ....
Jacod, J. (1989), Filtered statistical models and Hellinger processes, Stochastic Processes and their Appl. 32, 3--45.
Note on Randomized Filtered Experiments in Presence of Nuisance .. - Dzhaparidze (2001) (Correct)
....and Hellinger processes started in the series of papers [9] 10] and [11] This theory took a complete form in the book [8] where the notions of Hellinger integrals and Hellinger processes were fully exploited. The focus in these early works was on binary experiments. In the consequent papers [6] and [7] some of the results were generalized to a filtered experiment with a finite number of probability measures; cf. also [4] where some additional aspects of the latter experiment are discussed. As was already pointed out, these results were extended to an arbitrary parameter space in [1] and ....
J. Jacod (1989), Filtered statistical models and Hellinger processes, Stochastic Processes and their Appl. 32, 3-45.
Information Processes in Filtered Experiments - Dzhaparidze, Spreij, Valkeila (2001) (Correct)
....The study of Hellinger integrals and Hellinger processes started for binary experiments in the series of papers [12] 13] and [17] This theory took a complete form in the book [10] where the notions of Hellinger integrals and Hellinger processes were fully exploited. In the consequent papers [8] and [9] some of the results were generalized to a filtered experiment with a finite number of probability measures. In [7] some additional aspects of the latter experiment are discussed. These results were extended to an arbitrary parameter space in [5] It turns out that properties of the ....
J. Jacod (1989), Filtered statistical models and Hellinger processes, Stochastic Processes and their Appl. 32, 3-45.
On a Posterior Information Process for Parametric.. - Dzhaparidze, Spreij.. (1998) (Correct)
....representation. The predictable component of this representation (5.23) involves the Hellinger process h(#) indexed by the prior probability measure #. This notion is well known in the particular case of binary experiments (see the book [5] or in the case of a finite parametric space (see [3] and [4] The present 2. Randomized experiments 2 generalization to an arbitrary parametric space comes from [1] The martingale component of the representation (5.23) is the density of the geometric (g )mean measure with respect to the arithmetic (a )mean measure whose definitions and ....
J. Jacod (1989), Filtered statistical models and Hellinger processes, Stochastic Processes and their Appl. 32, 3-45.
Is There A Predictable Criterion For Mutual Singularity .. - Schachermayer.. (Correct)
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J. Jacod, Filtered statistical models and Hellinger processes, Stochastic Processes and their Appl. 32 (1989), 3-45.
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