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The predicted miss problem with unknown drift parameter

Authors: Christopeit, N.
Institutions: University of Bonn, Germany
Subject: Stochastic | Dynamic system | Unknown drift parameter | Optimal control
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Series:
Discussion Paper Serie B.
Type of publication: Book / Working Paper
Notes:
The text is part of a series Sonderforschungsbereich 303 Creation-Date: 1987-11
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005085670
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