A composite generalization of Ville's martingale theorem using e-processes

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Aaditya Ramdas, Johannes Ruf, Martin Larsson, and Wouter M. Koolen, Admissible anytime-valid sequential inference must rely on nonnegative martingales , arXiv:2009.03167 (2020)

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Glenn Shafer, Testing by betting: a strategy for statistical and scientific communication , J. Roy. Statist. Soc. Ser. A 184

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Wouter M. Koolen and Peter Grünwald, Log-optimal anytime-valid E-values , Internat. J. Approx. Reason. 141

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Aaditya Ramdas, Peter Grünwald, Vladimir Vovk, and Glenn Shafer, Game-theoretic statistics and safe anytime-valid inference , arXiv:2210.01948 (2022)