Nonlinear system theory: Another look at dependence
Work
Year: 2005
Type: article
Abstract: 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 de... more
Author Wei Biao Wu
Institution University of Chicago
Cites: 46
Cited by: 540
Related to: 10
FWCI: 13.38
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green