Martingale methods in statistics

DOI10.1201/9781315117768zbMATH Open1476.60002MaRDI QIDQ4956948FDOQ4956948

Authors: Yoichi Nishiyama 

Publication date: 2 September 2021

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zbMATH Keywords

martingaletime series data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Martingales with continuous parameter (60G44)

Cited In (5)

• Martingales in the Study of Randomness
• Martingales with sufficient statistics
• Title not available (Why is that?)
• Title not available (Why is that?)
• The martingale method: Introductory sketch and access to the literature

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