On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference (Q521425)
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scientific article; zbMATH DE number 6703951
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| English | On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference |
scientific article; zbMATH DE number 6703951 |
Statements
On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference (English)
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11 April 2017
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martingales
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conditionally Gaussian increments
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sequential estimators
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first-order autoregressive models
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nonasymptotic normal distribution
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0.7319970726966858
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