Adaptive prediction and reverse martingales
DOI10.1016/0304-4149(92)90059-YzbMATH Open0763.60018OpenAlexW2085786865MaRDI QIDQ1201889FDOQ1201889
Authors: Björn Johansson, Tomas Björk 
Publication date: 17 January 1993
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4149(92)90059-y
Recommendations
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25) Markov processes (60J99) Martingales with continuous parameter (60G44)
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Cited In (9)
- Title not available (Why is that?)
- Parameter estimation and reverse martingales
- Title not available (Why is that?)
- Sufficiency and efficiency in statistical prediction
- Title not available (Why is that?)
- Title not available (Why is that?)
- Bilateral prediction
- In memoriam: Tomas Björk (1947--2021). On his career and beyond
- Title not available (Why is that?)
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