Florens, J.P.; Mouchart, M.; Rolin, J.M. - In: Econometric Theory 9 (1993) 02, pp. 241-262
In this paper it is shown that a subprocess of a Markov process is markovian if a suitable condition of noncausality is satisfied. Furthermore, a markovian condition is shown to be a natural condition when analyzing the role of the horizon (finite or infinite) in the property of noncausality. We...