{"version":"1.0","type":"link","title":"Martingale difference sequence - Newikis","description":"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…","provider_name":"Newikis","provider_url":"https://newikis.com","cache_age":86400}