Prequential probability: Principles and properties

Bernoulli

Volumn 5, Issue 1, 1999, Pages 125-162

  Philip Dawid, A ^a   Vovk, Vladimir G ^b  

^a UNIVERSITY COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Farthingale; Forecasting; Goodness of fit; Limit theorems of probability theory; Martingale; Perfect information game; Strong prequential principle; Weak prequential principle

Indexed keywords

EID: 33749590337     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.2307/3318616     Document Type: Article

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