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Prequential probability: principles and properties

Dawid, AP; Vovk, VG; (1999) Prequential probability: principles and properties. BERNOULLI , 5 (1) pp. 125-162. 10.2307/3318616.

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Type: Article
Title: Prequential probability: principles and properties
DOI: 10.2307/3318616
Keywords: Science & Technology, Physical Sciences, Statistics & Probability, Mathematics, STATISTICS & PROBABILITY, farthingale, forecasting, goodness of fit, limit theorems of probability theory, martingale, perfect-information game, strong prequential principle, weak prequential principle, BOREL DETERMINACY
UCL classification: UCL > School of BEAMS
UCL > School of BEAMS > Faculty of Maths and Physical Sciences
URI: http://discovery.ucl.ac.uk/id/eprint/188657
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