European Business Schools Librarian's Group

HEC Research Papers Series,
HEC Paris

No 756: Approximating a sequence of observations by a simple process

Nicolas VIEILLE, Dinah ROSENBERG () and Eilon SOLAN ()

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

JEL-codes: C40; C44

29 pages, April 24, 2002

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