Albert No, Tsachy Weissman. Minimax Filtering Regret via Relations Between Information and Estimation. IEEE Transactions on Information Theory, 60(8):4832-4847, 2014. [doi]
@article{NoW14,
title = {Minimax Filtering Regret via Relations Between Information and Estimation},
author = {Albert No and Tsachy Weissman},
year = {2014},
doi = {10.1109/TIT.2014.2323069},
url = {http://dx.doi.org/10.1109/TIT.2014.2323069},
researchr = {https://researchr.org/publication/NoW14},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {60},
number = {8},
pages = {4832-4847},
}