The geometric meaning of the notion of joint unpredictability of a bivariate VAR(1) stochastic process
Year of publication: |
2013
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Authors: | Triacca, Umberto |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 1.2013, 3, p. 207-216
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Subject: | Hilbert spaces | predictability | stochastic process | Theorie | Theory | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzung: Acrobat Reader |
Other identifiers: | 10.3390/econometrics1030207 [DOI] hdl:10419/103631 [Handle] |
Classification: | c18 ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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