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Stochastic processes / Markov processes / Markov models / Markov chain / Martingale / Quadratic variation / Central limit theorem / Statistics / Probability theory / Martingale theory


A Martingale Decomposition of Discrete Markov Chains Peter Reinhard Hansen CREATES Research PaperDepartment of Economics and Business Aarhus University
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Document Date: 2015-04-28 07:38:00

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File Size: 617,68 KB

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