Nonlinear System Theory: Another Look at Dependence

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 natura...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:Proceedings of the National Academy of Sciences of the United States of America. - National Academy of Sciences of the United States of America. - 102(2005), 40, Seite 14150-14154
1. Verfasser: Wu, Wei Biao (VerfasserIn)
Weitere Verfasser: Rosenblatt, Murray
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2005
Zugriff auf das übergeordnete Werk:Proceedings of the National Academy of Sciences of the United States of America
Schlagworte:Nonlinear time series Limit theory Kernel estimation Weak convergence Mathematics Applied sciences Information science