Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
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Publication:4678736
DOI10.1081/SAP-200050099zbMath1108.91036MaRDI QIDQ4678736
Akihiko Inoue, Yuji Kasahara, V. V. Anh
Publication date: 23 May 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-200050099
62M20: Inference from stochastic processes and prediction
60G25: Prediction theory (aspects of stochastic processes)
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