after the mathematician Abraham Wald, who used these ideas in a series of influential publications. Wald's martingale can be seen as discrete-time equivalent...

{ Nt − λt : t ≥ 0 } is a continuous-time martingale with right-continuous/left-limit sample paths. Wald's martingale A d {\displaystyle d} -dimensional process...

criticized Wald's work on the design of experiments and alleged ignorance of the basic ideas of the subject, as set out by Fisher and Frank Yates. Wald's work...

In probability theory, Wald's equation, Wald's identity or Wald's lemma is an important identity that simplifies the calculation of the expected value...

Stratonovich integral Stochastic control Stochastic differential equation Stochastic process Telegraph process Time series Wald's martingale Wiener process...

{\displaystyle \sum _{i=1}^{N-1}x_{i}x_{i+1}} , which can be proven by a martingale central limit theorem. Runs tests can be used to test: the randomness...

Markov process Martingale Doob martingale Optional stopping theorem Martingale representation theorem Azuma's inequality Wald's equation Poisson process...

hdl:1813/32605 Practical application of likelihood ratio test described R Package: Wald's Sequential Probability Ratio Test Richard Lowry's Predictive Values and...

theorem Doob decomposition theorem Doob martingale Doob's martingale convergence theorems Doob's martingale inequality Doob–Meyer decomposition theorem...

(F:R) Doob martingale / (F:R) Independence / (F:BR) Littlewood–Offord problem / (F:R) Lévy flight / (F:R) (U:C) Martingale / (FU:R) Martingale difference...