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This article presents an equivalence notion of finite order stochastic processes. Local dependence measures are defined in terms of joint and marginal densities. The dependence measures are classified topologically using level sets. The corresponding bifurcation theory is illustrated with some...
Persistent link: https://www.econbiz.de/10011256454
This article presents a bifurcation theory of smooth stochastic dynamical systems that are governed by everywhere positive transition densities. The local dependence structure of the unique strictly stationary evolution of such a system can be expressed by the ratio of joint and marginal...
Persistent link: https://www.econbiz.de/10010325165
This article presents an equivalence notion of finite order stochastic processes. Local dependence measures are defined in terms of joint and marginal densities. The dependence measures are classified topologically using level sets. The corresponding bifurcation theory is illustrated with some...
Persistent link: https://www.econbiz.de/10010325437
Persistent link: https://www.econbiz.de/10004981115
Persistent link: https://www.econbiz.de/10004981137
This article presents a bifurcation theory of smooth stochastic dynamical systems that are governed by everywhere positive transition densities. The local dependence structure of the unique strictly stationary evolution of such a system can be expressed by the ratio of joint and marginal...
Persistent link: https://www.econbiz.de/10005136879
This article presents an equivalence notion of finite order stochastic processes. Local dependence measures are defined in terms of joint and marginal densities. The dependence measures are classified topologically using level sets. The corresponding bifurcation theory is illustrated with some...
Persistent link: https://www.econbiz.de/10005137320
Persistent link: https://www.econbiz.de/10005205076
Persistent link: https://www.econbiz.de/10007287984
Persistent link: https://www.econbiz.de/10002851552