Forecasting point and continuous processes: Prequential analysis

V. Vovk

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1993, vol. 2, issue 1, 189-217

Keywords: Probability forecasting; Compensator; Martingale; Prequential principle (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/BF02562675

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