The martingale method: Introductory sketch and access to the literature

DOI10.1016/0167-6377(84)90042-7MaRDI QIDQ795455zbMATH OpenOpenAlexFDO

Authors Alan F. Karr

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90042-7

zbMATH Keywords

point processespredictabilitymartingale methodintroductory sketch

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• scientific article; zbMATH DE number 3688413 (Why is no real title available?)
• scientific article; zbMATH DE number 3716646 (Why is no real title available?)
• scientific article; zbMATH DE number 50540 (Why is no real title available?)
• scientific article; zbMATH DE number 3576395 (Why is no real title available?)
• scientific article; zbMATH DE number 3599249 (Why is no real title available?)
• scientific article; zbMATH DE number 3239078 (Why is no real title available?)
• Martingales: Recent Developments, Results and Applications
• Nonparametric inference for a family of counting processes
• On a stopped Doob's inequality and general stochastic equations
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
• Statistical analysis of counting processes

Cited in

(3)

• Martingale methods in statistics
• Applications of martingale methods
• Martingales without tears

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