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.
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Volume (Year): 8 (1996)
Issue (Month): 3 ()
|Note:||Received: December 9, 1994;revised version December 20, 1995|
|Contact details of provider:|| Web page: http://www.springer.com|
|Order Information:||Web: http://www.springer.com/economics/economic+theory/journal/199/PS2|
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