Nonlinear system theory: Another look at dependence

AUTOR(ES)

Wu, Wei Biao

FONTE

National Academy of Sciences

RESUMO

Based on the nonlinear system theory, we introduce previously undescribed dependence measures for stationary causal processes. Our physical and predictive dependence measures quantify the degree of dependence of outputs on inputs in physical systems. The proposed dependence measures provide a natural framework for a limit theory for stationary processes. In particular, under conditions with quite simple forms, we present limit theorems for partial sums, empirical processes, and kernel density estimates. The conditions are mild and easily verifiable because they are directly related to the data-generating mechanisms.

Documentos Relacionados

• Another look at osteoarthritis.
• Another look at osteoarthritis.
• Another look at visual standards and driving
• An in-depth look at the status of environmental financial accounting in Mexico from the point of view of stakeholder theory: myth or reality?
• Conformal Solution Theory: Hard-Sphere Mixtures*