Prakasa Rao, B. L. S. (2002) Application of Whittle's inequality for Banach space valued martingales Statistics & Probability Letters, 57 (2). pp. 133-137. ISSN 0167-7152
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01677...
Related URL: http://dx.doi.org/10.1016/S0167-7152(02)00024-X
Abstract
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing recent results of Shixin (Statist. Probab. Lett. 32 (1997) 245-248) and earlier results of Rao (Theory Probab. Math. Statist. 16 (1978) 111–116) for Hilbert space valued martingales.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Whittle's Inequality; Banach Space Valued Martingales |
| ID Code: | 37653 |
| Deposited On: | 26 Apr 2011 12:45 |
| Last Modified: | 26 Apr 2011 12:45 |
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