The Library
Equivalence and bifurcations of finite order stochastic processes
Tools
Diks, Cees and Wagener, Florian O. O. (2005) Equivalence and bifurcations of finite order stochastic processes. Working Paper. Coventry: Warwick Business School, Financial Econometrics Research Centre. Working papers (Warwick Business School. Financial Econometrics Research Centre) (No.05-).
|
PDF
WRAP_Diks_fwp05-05.pdf - Requires a PDF viewer. Download (2610Kb) |
Official URL: http://www2.warwick.ac.uk/fac/soc/wbs/research/wfr...
Abstract
This article presents an equivalence notion of finite order stochastic processes. Local dependence measures
are defined in terms of ratios of joint and marginal probability densities. The dependence measures
are classified topologically using level sets. The corresponding bifurcation theory is illustrated with
some simple examples.
Item Type: | Working or Discussion Paper (Working Paper) | ||||
---|---|---|---|---|---|
Subjects: | H Social Sciences > HB Economic Theory Q Science > QA Mathematics |
||||
Divisions: | Faculty of Social Sciences > Warwick Business School > Financial Econometrics Research Centre Faculty of Social Sciences > Warwick Business School |
||||
Library of Congress Subject Headings (LCSH): | Equivalence classes (Set theory), Bifurcation theory, Stochastic processes, Dependence (Statistics) | ||||
Series Name: | Working papers (Warwick Business School. Financial Econometrics Research Centre) | ||||
Publisher: | Warwick Business School, Financial Econometrics Research Centre | ||||
Place of Publication: | Coventry | ||||
Official Date: | 25 April 2005 | ||||
Dates: |
|
||||
Number: | No.05- | ||||
Number of Pages: | 30 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Funder: | Nederlandse Organisatie voor Wetenschappelijk Onderzoek [Netherlands Organisation for Scientific Research] (NWO) |
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |
Downloads
Downloads per month over past year