Forecasting point and continuous processes: Prequential analysis
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Publication:1345543
DOI10.1007/BF02562675zbMath0812.60041WikidataQ62046751 ScholiaQ62046751MaRDI QIDQ1345543
Publication date: 14 May 1995
Published in: Test (Search for Journal in Brave)
62M20: Inference from stochastic processes and prediction
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
60G25: Prediction theory (aspects of stochastic processes)
Cites Work
- Perspectives on the theory and practice of belief functions
- Calibration-based empirical probability
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- On Testing the Validity of Sequential Probability Forecasts
- On the Decomposition of Continuous Submartingales
- Upper and Lower Probabilities Induced by a Multivalued Mapping
- ON CONTINUOUS MARTINGALES
- Integrability of Expected Increments of Point Processes and a Related Random Change of Scale
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