Application of Whittle's inequality for banach space valued martingales
β 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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β¦ 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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