A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process
Applicationes Mathematicae (1980)
- Volume: 17, Issue: 1, page 73-86
- ISSN: 1233-7234
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topR. Różański. "A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process." Applicationes Mathematicae 17.1 (1980): 73-86. <http://eudml.org/doc/265332>.
@article{R1980,
author = {R. Różański},
journal = {Applicationes Mathematicae},
keywords = {modification of Sudakov lemma; absolute continuity of measures generated by stopping times; sufficient statistics; inequality of Cramer-Rao type; efficient sequential plans; Ornstein-Uhlenbeck process},
language = {eng},
number = {1},
pages = {73-86},
title = {A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process},
url = {http://eudml.org/doc/265332},
volume = {17},
year = {1980},
}
TY - JOUR
AU - R. Różański
TI - A modification of Sudakov's lemma and efficient sequential plans for the Ornstein-Uhlenbeck process
JO - Applicationes Mathematicae
PY - 1980
VL - 17
IS - 1
SP - 73
EP - 86
LA - eng
KW - modification of Sudakov lemma; absolute continuity of measures generated by stopping times; sufficient statistics; inequality of Cramer-Rao type; efficient sequential plans; Ornstein-Uhlenbeck process
UR - http://eudml.org/doc/265332
ER -
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