Martingale methods in statistics

DOI10.1201/9781315117768MaRDI QIDQ4956948zbMATH OpenFDO

Authors Yoichi Nishiyama

Publication date 2 September 2021

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)

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Cited in

(5)

• Martingales in the Study of Randomness
• Martingales with sufficient statistics
• scientific article; zbMATH DE number 4166203 (Why is no real title available?)
• scientific article; zbMATH DE number 1406730 (Why is no real title available?)
• The martingale method: Introductory sketch and access to the literature

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