Approximating a sequence of observations by a simple process

Nicolas Vieille (), Dinah Rosenberg and Eilon Solan ()

No 756, HEC Research Papers Series from HEC Paris

Abstract: Given a sequence (s0; s1,..., sN) of observations from a finite set S, we construct a process (sn)n_

Keywords: Markov chains; approximation theory (search for similar items in EconPapers)
JEL-codes: C40 C44 (search for similar items in EconPapers)
Pages: 29 pages
Date: 2002-04-24
New Economics Papers: this item is included in nep-ecm
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Related works:
Working Paper: Approximating a sequence of observations by a simple process (2004)
Working Paper: Approximating a Sequence of Observations by a Simple Process (2002)
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Persistent link: https://EconPapers.repec.org/RePEc:ebg:heccah:0756

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