Doob meyer decomposition, Advanced Statistics

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A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming certain mathematical conditions.


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Doob meyer decomposition, A theorem which shows that any counting process m...

A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming ce

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