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- Martingale_difference_sequence abstract "In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale. A stochastic series X is an MDS if its expectation with respect to the past is zero. Formally, consider an adapted sequence on a probability space . is an MDS if it satisfies the following two conditions:, and,for all . By construction, this implies that if is a martingale, then will be an MDS—hence the name.The MDS is an extremely useful construct in modern probability theory because it implies much milder restrictions on the memory of the sequence than independence, yet most limit theorems that hold for an independent sequence will also hold for an MDS.".
- Martingale_difference_sequence wikiPageID "4433973".
- Martingale_difference_sequence wikiPageRevisionID "597480266".
- Martingale_difference_sequence hasPhotoCollection Martingale_difference_sequence.
- Martingale_difference_sequence subject Category:Martingale_theory.
- Martingale_difference_sequence subject Category:Stochastic_processes.
- Martingale_difference_sequence type Abstraction100002137.
- Martingale_difference_sequence type Cognition100023271.
- Martingale_difference_sequence type Concept105835747.
- Martingale_difference_sequence type Content105809192.
- Martingale_difference_sequence type Hypothesis105888929.
- Martingale_difference_sequence type Idea105833840.
- Martingale_difference_sequence type Model105890249.
- Martingale_difference_sequence type PsychologicalFeature100023100.
- Martingale_difference_sequence type StochasticProcess113561896.
- Martingale_difference_sequence type StochasticProcesses.
- Martingale_difference_sequence comment "In probability theory, a martingale difference sequence (MDS) is related to the concept of the martingale. A stochastic series X is an MDS if its expectation with respect to the past is zero. Formally, consider an adapted sequence on a probability space . is an MDS if it satisfies the following two conditions:, and,for all .".
- Martingale_difference_sequence label "Differenza di martingala".
- Martingale_difference_sequence label "Martingale difference sequence".
- Martingale_difference_sequence sameAs Differenza_di_martingala.
- Martingale_difference_sequence sameAs m.0c24y_.
- Martingale_difference_sequence sameAs Q3707378.
- Martingale_difference_sequence sameAs Q3707378.
- Martingale_difference_sequence sameAs Martingale_difference_sequence.
- Martingale_difference_sequence wasDerivedFrom Martingale_difference_sequence?oldid=597480266.
- Martingale_difference_sequence isPrimaryTopicOf Martingale_difference_sequence.