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Estimating changepoints in extremal dependence, applied to aviation stock prices during COVID-19 pandemic. [PDF]

J Appl Stat
Hazra A, Bose S.
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Estimation of the mean exponential survival time under a sequential censoring scheme. [PDF]

J Appl Stat
Hu J, So HY, Zhuang Y.
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Two-parameter martingale Orlicz–Hardy spaces

Acta Mathematica Hungarica, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Atomic Decompositions for Two-Parameter Vector-Valued Martingales and Two-parameter Vector-valued Martingale Spaces

Acta Mathematica Hungarica, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Riyan, C., Shixin, G.
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Stopping a two parameter weak martingale

Probability Theory and Related Fields, 1987
This paper deals with the following problem: Given a two parameter stochastic process, under what conditions is it possible to stop the process at any stopping line? It is shown that the class of stoppable processes is strictly larger than the class of two parameter integrators.
Merzbach, Ely, Zakai, Moshe
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Two-parameter martingales

Russian Mathematical Surveys, 1982
CONTENTSIntroduction § 1. General definitions § 2. Some examples § 3. Inequalities § 4. Martingales of a continuous argument § 5. The characteristics of martingales § 6.
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Different kinds of two-parameter martingales

Israel Journal of Mathematics, 1985
Different kinds of two-parameter martingales were progressively introduced by several authors on a two-parameter stochastic basis (\(\Omega\),\({\mathcal F},P,({\mathcal F}_{st})_{s,t\geq 0}):\) weak martingales, i-martingales, strong martingales, martingales with orthogonal increments, path-invariant martingales and direction-invariant martingales ...
Merzbach, Ely, Nualart, David
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Exponential inequalities for two-parameter martingales

Statistics & Probability Letters, 2001
The authors prove the following exponential inequality for two-parameter martingales: Let \(M=\{M_z, z\in\mathbb{R}^2_+\}\) be a two-parameter martingale whose quadratic variation \(([M]_z,\;z\in\mathbb{R}^2_+)\) is bounded by an increasing function \(f(z)\).
Moret, Sílvia, Nualart, David
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