The martingale method: Introductory sketch and access to the literature

DOI10.1016/0167-6377(84)90042-7zbMath0542.62075OpenAlexW2070739821MaRDI QIDQ795455

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)

Cites Work

• Statistical analysis of counting processes
• On a stopped Doob's inequality and general stochastic equations
• Nonparametric inference for a family of counting processes
• Martingales: Recent Developments, Results and Applications
• Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
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