Artikel
The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process
This paper investigates, in a particular parametric framework, the geometric meaning of joint unpredictability for a bivariate discrete process. In particular, the paper provides a characterization of the joint unpredictability in terms of distance between information sets in an Hilbert space.
- Sprache
-
Englisch
- Erschienen in
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Journal: Econometrics ; ISSN: 2225-1146 ; Volume: 1 ; Year: 2013 ; Issue: 3 ; Pages: 207-216 ; Basel: MDPI
- Klassifikation
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Wirtschaft
Methodological Issues: General
Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Thema
-
Hilbert spaces
predictability
stochastic process
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Triacca, Umberto
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2013
- DOI
-
doi:10.3390/econometrics1030207
- Handle
- Letzte Aktualisierung
- 10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft.
Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Triacca, Umberto
- MDPI
Entstanden
- 2013
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