Ergodic Properties of Conditional Forecast Functions of Stable Systems.
This paper analyzes the behavior of conditional forecast functions in stable systems. We study convergence of optimal forecast functions, of forecast functions obtained by conditioning on previous values, and conditional and joint densities.
Year of publication: |
1996
|
---|---|
Authors: | Chuang, Chin-Shan |
Published in: |
Economic Theory. - Springer. - Vol. 8.1996, 3, p. 521-30
|
Publisher: |
Springer |
Saved in:
Saved in favorites
Similar items by person
-
Ergodic properties of conditional forecast functions of stable systems
Chuang, Chin-shan, (1996)
-
Ergodic properties of conditional forecast functions of stable system
Chuang, Chin-shan, (1996)
-
Ergodic properties of conditional forecast functions of stable systems (☆)
Chuang, Chin-Shan, (1996)
- More ...