Results 81 to 90 of about 170 (97)

Test Martingales, Bayes Factors and p-Values

Statistical Science, 2011
Alexander Shen, Nikolay Vereshchagin, Vladimir Vovk   +2 more
exaly  

Berry–Esseen Bounds for Self-Normalized Martingales

Communications in Mathematics and Statistics, 2017
Xiequan Fan, Qi-Man Shao, Fan Xiequan
exaly  

Inequalities for dominated martingales

Bernoulli, 2007
Adam Osȩkowski
exaly  

Transformation of Local Martingales Under a Change of Law

Annals of Probability, 1974
Jan H Van Schuppen
exaly  

On equivalency of martingales and related problems

Journal of Contemporary Mathematical Analysis, 2013
Karagulyan G A, G A Karagulyan
exaly  

Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales

Journal of Functional Analysis, 2010
Turdebek Bekjan, Zhi Yin, Mathilde Perrin   +2 more
exaly  

Risk-minimality and orthogonality of martingales

Stochastic and Stochastics Reports, 1990
Martin Schweizer
exaly  

A complete characterization of local martingales which are functions of Brownian motion and its maximum

Bernoulli, 2006
Jan Obloj
exaly  

Conditional expectation and martingales of random sets

Pattern Recognition, 1999
exaly  

Martingales with a Countable Filtering Index Set

Annals of Probability, 1977
exaly