Income-Smoothing Behavior under Selected Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Smoothing and occupation measures of stochastic processes
This is a review paper about some problems of statistical inference for one-parameter stochastic processes, mainly based upon the observation of a convolution of the path with a non-random kernel. Most of the results are known and presented without proofs. The tools are first and second order approximation theorems of the occupation measure of the path, by means of functionals defined on the sm...
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ژورنال
عنوان ژورنال: The Journal of Business
سال: 1972
ISSN: 0021-9398,1537-5374
DOI: 10.1086/295490