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Persistent link: https://www.econbiz.de/10002851552
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/10014058411
Persistent link: https://www.econbiz.de/10003332102
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/10011343270
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/10011349208
Persistent link: https://www.econbiz.de/10009611572
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/10014064837