A quartet of semigroups for model specification, robustness, prices of risk, and model detection
Year of publication: |
2003
|
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Authors: | Anderson, Ewan W. ; Hansen, Lars Peter ; Sargent, Thomas J. |
Published in: |
Journal of the European Economic Association. - Oxford : Oxford University Press, ISSN 1542-4766, ZDB-ID 2114709-7. - Vol. 1.2003, 1, p. 68-123
|
Subject: | Entscheidungstheorie | Decision theory | Prognoseverfahren | Forecasting model | Modellierung | Scientific modelling | Kontrolltheorie | Control theory | Markov-Kette | Markov chain | Theorie | Theory |
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