| Title:
|
Hellinger integrals, contiguity and entire separation (English) |
| Author:
|
Liese, Friedrich |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
2 |
| Year:
|
1987 |
| Pages:
|
104-123 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60A10 |
| MSC:
|
60E99 |
| MSC:
|
60G30 |
| MSC:
|
60G42 |
| MSC:
|
62B99 |
| MSC:
|
62F05 |
| MSC:
|
62M02 |
| idZBL:
|
Zbl 0638.60001 |
| idMR:
|
MR886824 |
| . |
| Date available:
|
2009-09-24T17:58:41Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124873 |
| . |
| Reference:
|
[1] G. K. Eagleson: An extended dichotomy theorem for sequences of pairs of Gaussian measures.Ann. Probab. 9 (1981), 3, 453-459. Zbl 0462.60042, MR 0614629 |
| Reference:
|
[2] G K. Eagleson, I. Memin: Sur la contiguite de deux suites de mesures: generalization d'un theoreme de Kabonov-Liptser-Shiryayev, Seminaire Probability XVI.Lecture. Notes 920, Springer-Verlag, Berlin-Heidelberg-New York 1982. |
| Reference:
|
[3] J. Kerstan, F. Liese: Zur Existenz bedingter Verteilungsgesetze I.Math. Nachrichten 61 (1974), 279-310. Zbl 0287.60006, MR 0356152 |
| Reference:
|
[4] F. Liese: Estimates of Hcliinger integrals of discrete time stochastic processes, Forschungserg.FSU Jena Nr. 84/51 and Proc. "Colloquium on Goodness of Fit" Debrecen 1984, 355-368. MR 0892338 |
| Reference:
|
[5] F. Liese: Hellinger integrals, error probabilities and contiguity of Gaussian processes with independent increments and Poisson processes.Journal of Information Processing and Cybernetics-EIK 21 (1985), 297-312. Zbl 0582.62075, MR 0806287 |
| Reference:
|
[6] R. Ch. Liptser F. Pukelsheim, A. N. Shiryayev: On necessary and sufficient conditions for contiguity and entire separation of probability measures.Uspeki Math. Nauk 37 (6) (1982), 97-124. MR 0683275 |
| Reference:
|
[7] R. Ch. Liptser, A. N. Shiryayev: Statistics of Random Processes, Vol. I, II.Springer-Verlag, Berlin-Heidelberg-New York 1978. |
| Reference:
|
[8] T. Nemetz: Equivalence orthogonality dichotomies of probability measures.Proc. Coll. on Limit Theorems of Prob. Theory and Stat. Keszthely 1974. MR 0394852 |
| Reference:
|
[9] C. M. Newman: The inner product of path space measures corresponding to random processes with independent increments.Bull. Amer. Math. Soc. 78 (1972), 2. Zbl 0233.60041, MR 0290453 |
| Reference:
|
[10] S. Orey: Limit Theorems for Markov Chain Transition Probabilities.Van Nostrand, New York-Cincinnati-Toronto -Melbourne 1971. Zbl 0295.60054, MR 0324774 |
| . |
