19 citations · 57 across the 9 of their papers we have counts for
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math.ST2014★ 9 cited
Dominating countably many forecasts
M. J. Schervish, Teddy Seidenfeld, J. B. Kadane
We investigate differences between a simple Dominance Principle applied to sums of fair prices for variables and dominance applied to sums of forecasts for variables scored by prop…
stat.ME2014
Hierarchical Semi-parametric Duration Models
Mingyu Tang, Mark Schervish
This research attempts to model the stochastic process of trades in a limit order book market as a marked point process. We propose a semi-parametric model for the conditional dist…