Abstract
Methodology in statistics has traditionally relied on independence based theory and its utilization through strategic transformation. However, new developments in probability and stochastic processes foreshadow increasing departure from this tradition. In this paper a brief discussion is given of the topics of martingales, processes with various asymptotic independence properties, fractals, and random fields. The relevance of these processes for modeling purposes is sketched.
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Heyde, C.C. (1985). On Some New Probabilistic Developments of Significance to Statistics: Martingales, Long Range Dependence, Fractals, and Random Fields. In: Atkinson, A.C., Fienberg, S.E. (eds) A Celebration of Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8560-8_14
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DOI: https://doi.org/10.1007/978-1-4613-8560-8_14
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