Martingales in Sequential Analysis and Time Series, 1945-1985 ∗

62 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

History of applications of martingales in survival analysis. (2010, unknown): “For instance, martingales have played an important role in sequential analysis [61].”
Safe Testing (2019, background): “The same can also be said for sequential testing (Lai, 2009) as pioneered by Wald and developed further by Robbins, Lai and others : the methods are related, but the focus in sequential testing is again almost exclusively on point null hypotheses.”
Test Martingales, Bayes Factors and p-Values (2009, background): “If (Xt) is a test martingale, then for any fixed time t, 1/Xt is a Bayes factor.”