On Some New Probabilistic Developments of Significance to Statistics: Martingales, Long Range Dependence, Fractals, and Random Fields

C. C. Heyde

Chapter Chapter 14 in A Celebration of Statistics, 1985, pp 355-368 from Springer

Abstract: Abstract Methodology in statistics has traditionally relied on independence based theory and its utilization through strategic transformation. However, new developments in probability and stochastic processes foreshadow increasing departure from this tradition. In this paper a brief discussion is given of the topics of martingales, processes with various asymptotic independence properties, fractals, and random fields. The relevance of these processes for modeling purposes is sketched.

Keywords: fractals; history of ISI; long range dependence; martingales; maximum likelihood estimators; random fields; self-similar processes; time series (search for similar items in EconPapers)
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-8560-8_14

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DOI: 10.1007/978-1-4613-8560-8_14

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