论文信息 - Weak and strong feedback free processes

Weak and strong feedback free processes

A class of feedback free processes [1]-[3] is introduced called the class of strong feedback free processes. Equivalent formulations of the strong feedback free (SFF) property are given and compared with equivalent formulations of the earlier definition [1]-[3] of feedback free processes. These latter processes are now termed weak feedback free (WFF) processes. Applications to a simulation experiment and an econometric example are briefly discussed.

Peter E. Caines | P. Caines

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