Abstract
In this paper, the Innovations problem is studied by means of a method called causal invertibility. Both the problem and method are defined in Section I and examples are discussed in Section II.
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© 1983 D. Reidel Publishing Company
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Allinger, D.F. (1983). Causal Invertibility: An Approach to the Innovations Problem. In: Bucy, R.S., Moura, J.M.F. (eds) Nonlinear Stochastic Problems. NATO ASI Series, vol 104. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-7142-4_28
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DOI: https://doi.org/10.1007/978-94-009-7142-4_28
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