Alasgarli A (2026). seqcomp: Sequential Comparison of Probabilistic Forecasts. R package version 0.2.0., https://cran.r-project.org/package=seqcomp.

Choe Y, Ramdas A (2024). “Comparing Sequential Forecasters.” Operations Research, 72(4), 1368–1387. doi:10.1287/opre.2021.0792.

Arnold S, Gavrilopoulos G, Schulz B, Ziegel J (2026). “Sequential model confidence sets.” Journal of the Royal Statistical Society Series B: Statistical Methodology, qkag066. doi:10.1093/jrsssb/qkag066.

Waudby-Smith I, Ramdas A (2024). “Estimating means of bounded random variables by betting.” Journal of the Royal Statistical Society Series B: Statistical Methodology, 86(1), 1–27. doi:10.1093/jrsssb/qkad009.

Howard S, Ramdas A, McAuliffe J, Sekhon J (2021). “Time-uniform, nonparametric, nonasymptotic confidence sequences.” The Annals of Statistics, 49(2), 1055–1080. doi:10.1214/20-AOS1991.

Howard S, Ramdas A, McAuliffe J, Sekhon J (2020). “Time-uniform Chernoff bounds via nonnegative supermartingales.” Probability Surveys, 17, 257–317. doi:10.1214/18-PS321.

Ramdas A, Grünwald P, Vovk V, Shafer G (2023). “Game-Theoretic Statistics and Safe Anytime-Valid Inference.” Statistical Science, 38(4), 576–601. doi:10.1214/23-STS894.

Waudby-Smith I, Arbour D, Sinha R, Kennedy E, Ramdas A (2024). “Time-uniform central limit theory and asymptotic confidence sequences.” The Annals of Statistics, 52(6), 2613–2640. doi:10.1214/24-AOS2408.

Corresponding BibTeX entries:

  @Manual{,
    title = {seqcomp: Sequential Comparison of Probabilistic
      Forecasts},
    author = {Akbar Alasgarli},
    year = {2026},
    note = {R package version 0.2.0.},
    url = {https://cran.r-project.org/package=seqcomp},
  }

  @Article{,
    title = {Comparing Sequential Forecasters},
    author = {Yo Joong Choe and Aaditya Ramdas},
    journal = {Operations Research},
    year = {2024},
    volume = {72},
    number = {4},
    pages = {1368--1387},
    doi = {10.1287/opre.2021.0792},
  }

  @Article{,
    title = {Sequential model confidence sets},
    author = {Sebastian Arnold and Georgios Gavrilopoulos and Benedikt
      Schulz and Johanna Ziegel},
    journal = {Journal of the Royal Statistical Society Series B:
      Statistical Methodology},
    year = {2026},
    pages = {qkag066},
    doi = {10.1093/jrsssb/qkag066},
  }

  @Article{,
    title = {Estimating means of bounded random variables by betting},
    author = {Ian Waudby-Smith and Aaditya Ramdas},
    journal = {Journal of the Royal Statistical Society Series B:
      Statistical Methodology},
    year = {2024},
    volume = {86},
    number = {1},
    pages = {1--27},
    doi = {10.1093/jrsssb/qkad009},
  }

  @Article{,
    title = {Time-uniform, nonparametric, nonasymptotic confidence
      sequences},
    author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and
      Jasjeet Sekhon},
    journal = {The Annals of Statistics},
    year = {2021},
    volume = {49},
    number = {2},
    pages = {1055--1080},
    doi = {10.1214/20-AOS1991},
  }

  @Article{,
    title = {Time-uniform Chernoff bounds via nonnegative
      supermartingales},
    author = {Steven R. Howard and Aaditya Ramdas and Jon McAuliffe and
      Jasjeet Sekhon},
    journal = {Probability Surveys},
    year = {2020},
    volume = {17},
    pages = {257--317},
    doi = {10.1214/18-PS321},
  }

  @Article{,
    title = {Game-Theoretic Statistics and Safe Anytime-Valid
      Inference},
    author = {Aaditya Ramdas and Peter Grünwald and Vladimir Vovk and
      Glenn Shafer},
    journal = {Statistical Science},
    year = {2023},
    volume = {38},
    number = {4},
    pages = {576--601},
    doi = {10.1214/23-STS894},
  }

  @Article{,
    title = {Time-uniform central limit theory and asymptotic
      confidence sequences},
    author = {Ian Waudby-Smith and David Arbour and Ritwik Sinha and
      Edward H. Kennedy and Aaditya Ramdas},
    journal = {The Annals of Statistics},
    year = {2024},
    volume = {52},
    number = {6},
    pages = {2613--2640},
    doi = {10.1214/24-AOS2408},
  }