Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (Q3668249)

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Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time
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    Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (English)
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    1983
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    optimal control
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    least squares forecasts
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    portfolio analysis
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    inverse optimal predictor problem
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    hyperinflation with adaptive expectations
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    discrete-time representation
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    continuous-time model
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    aggregation over time
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    rational expectations
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