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Application of Whittle's inequality for banach space valued martingales

✍ Scribed by B.L.S. Prakasa Rao


Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
76 KB
Volume
57
Category
Article
ISSN
0167-7152

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✦ Synopsis


Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing recent results of Shixin (Statist. Probab. Lett. 32 (1997) [245][246][247][248] and earlier results of Rao (Theory Probab. Math. Statist. 16 (1978) 111-116) for Hilbert space valued martingales.


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