首页    期刊浏览 2025年12月24日 星期三
登录注册

文章基本信息

  • 标题:The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
  • 本地全文:下载
  • 作者:Triacca, Umberto
  • 期刊名称:Econometrics
  • 印刷版ISSN:2225-1146
  • 出版年度:2013
  • 卷号:1
  • 期号:3
  • 页码:207-216
  • 出版社:MDPI, Open Access Journal
  • 摘要: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.
  • 关键词:Hilbert spaces; predictability; stochastic process
国家哲学社会科学文献中心版权所有