Forecasting point and continuous processes: Prequential analysis (Q1345543)
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scientific article; zbMATH DE number 731907
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting point and continuous processes: Prequential analysis |
scientific article; zbMATH DE number 731907 |
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Forecasting point and continuous processes: Prequential analysis (English)
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14 May 1995
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probability forecasting
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compensator
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martingale
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prequential principle
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counting process
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