Can anyone tell me if there is some (or no) relationship between the projection of f(X_T) on Vector space{X_t^0, X_t^1, ..., X_t^m} and the projection of f(X_T) on Vector space{X_T^0, X_T^1, ..., X_T^m}? Where X_t is a markov process.(or any other appropriate process).
Hello everybody,
I have two questions on conditional expectation w.r.t (Polynomial) OLS:
Let X_t be a random variable and F_t the associated filtration, Vect_n{X_t} the vector space spanned by the polynomials of order {i, i<=n }, f(.) one function with enough regularity. I am wondering how...