%0 Journal Article
%T The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process
%A Umberto Triacca
%J Econometrics
%D 2013
%I MDPI AG
%R 10.3390/econometrics1030207
%X This paper investigates, in a particular parametric framework, the geometric meaning of joint unpredictability for a bivariate discrete process. In particular, the paper provides a characterization of the joint unpredictability in terms of distance between information sets in an Hilbert space.
%K Hilbert spaces
%K predictability
%K stochastic process
%U http://www.mdpi.com/2225-1146/1/3/207