Martingale Methods in Statistics

DOI10.1201/9781315117768zbMath1476.60002MaRDI QIDQ4956948

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) Martingales with continuous parameter (60G44) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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