Forecasting point and continuous processes: Prequential analysis
type: Item
instance of: scholarly article
title: Forecasting point and continuous processes: Prequential analysis
zbMATH Open document ID: 0812.60041
DOI: 10.1007/BF02562675
published in: Test
publication date: 1995-05-14T00:00:00Z
Mathematics Subject Classification ID: 60G25
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 731907
zbMATH Keywords: probability forecasting
zbMATH Keywords: compensator
zbMATH Keywords: martingale
zbMATH Keywords: prequential principle
zbMATH Keywords: counting process
Wikidata QID: Q62046751
author: Vladimir Vovk
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 731907