Identification in prediction theory
Lars Bäumer · 2003
In a typical prediction problem a person who has made observations x/sub 1/,x/sub 2/,...,x/sub t/ at time t has to answer the question "What is x/sub t+1/?". The starting point of the analysis here is to modify this problem by considering for every possible x a person that asks "Is x/sub t+1/=x?".