Prequential Randomness

DOI10.1007/978-3-540-87987-9_16MaRDI QIDQ3529917zbMATH OpenOpenAlexWikidataFDO

Authors A. Shen, Vladimir Vovk

Publication date 14 October 2008

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-87987-9_16

Mathematics Subject Classification ID

Algorithmic information theory (Kolmogorov complexity, etc.) (68Q30)

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Cites work

• Calibration-based empirical probability
• Causal diagrams for empirical research
• Exact Expressions for Some Randomness Tests
• scientific article; zbMATH DE number 4020074 (Why is no real title available?)
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• scientific article; zbMATH DE number 1113633 (Why is no real title available?)
• scientific article; zbMATH DE number 3428899 (Why is no real title available?)
• On-Line Probability, Complexity and Randomness
• Prequential probability: principles and properties
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Probability and finance. It's only a game!
• The definition of random sequences
• Uniform test of algorithmic randomness over a general space
• Zufälligkeit und Wahrscheinlichkeit. Eine algorithmische Begründung der Wahrscheinlichkeitstheorie. (Randomness and probability. An algorithmic foundation of probability theory)

Cited in

(4)

• scientific article; zbMATH DE number 6381684 (Why is no real title available?)
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• Imprecision in martingale- and test-theoretic prequential randomness
• Prequential randomness and probability

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