Robustness and ambiguity in continuous time
From MaRDI portal
Publication:548261
DOI10.1016/j.jet.2011.01.004zbMath1247.91043OpenAlexW1964929922MaRDI QIDQ548261
Thomas J. Sargent, Lars Peter Hansen
Publication date: 28 June 2011
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2011.01.004
entropyrobustnesshidden Markov modelambiguitylikelihood functionsmooth ambiguitystatistical detection error
Decision theory (91B06) Applications of stochastic analysis (to PDEs, etc.) (60H30) Statistical methods; economic indices and measures (91B82)
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