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

From MaRDI portal





scientific article; zbMATH DE number 3821397
Language Label Description Also known as
default for all languages
No label defined
    English
    Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time
    scientific article; zbMATH DE number 3821397

      Statements

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

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references