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Application of Whittle's inequality for banach space valued martingales

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  • Prakasa Rao, B. L. S.

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.

Suggested Citation

  • Prakasa Rao, B. L. S., 2002. "Application of Whittle's inequality for banach space valued martingales," Statistics & Probability Letters, Elsevier, vol. 57(2), pages 133-137, April.
    • Handle: RePEc:eee:stapro:v:57:y:2002:i:2:p:133-137
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    References listed on IDEAS

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    1. Shixin, Gan, 1997. "The Hájek-Rényi inequality for Banach space valued martingales and the p smoothness of Banach spaces," Statistics & Probability Letters, Elsevier, vol. 32(3), pages 245-248, March.
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