A fix-point theorem with econometric background. I: The theorem. II: Illustrations. Further developments

DOI10.1007/BF02592030zbMath0139.13605OpenAlexW2604290181MaRDI QIDQ2522185

Herman Wold

Publication date: 1966

Published in: Arkiv för Matematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592030

zbMATH Keywords

conditional expectationsiterative least squares procedureapplication of the principle of contraction mappingfix-point theoremorthogonal projection in Hilbert vector spacestatistical estimation of parameters of interdependent systems

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)

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Cites Work

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