Information processes for semimartingale experiments
Work
Year: 2003
Type: article
Abstract: In this paper we give explicit representations for Kullback--Leibler information numbers between a priori and a posteriori distributions, when the observations come from a semimartingale. We assume th... more
Source: The Annals of Probability
Cites: 24
Cited by: 2
Related to: 10
FWCI: 0.593
Citation percentile (by year/subfield): 52.56
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze