Equivalence and Bifurcations of Finite Order Stochastic Processes

Cees Diks () and Florian Wagener
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Cees Diks: Faculty of Economics and Econometrics, Universiteit van Amsterdam

No 05-043/1, Tinbergen Institute Discussion Papers from Tinbergen Institute

Abstract: 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 simple examples.

Keywords: Stochastic processes; structural stability; copula density; bifurcations (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Date: 2005-05-11
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Related works:
Working Paper: Equivalence and bifurcations of finite order stochastic processes (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:tin:wpaper:20050043

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