What is a linear process?
We argue that given even an infinitely long data sequence, it is impossible (with any test statistic) to distinguish perfectly between linear and nonlinear processes (including slightly noisy chaotic processes). Our approach is to consider the set of moving-average (linear) processes and study its c...
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| Publicado no: | Proc Natl Acad Sci U S A |
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| Principais autores: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Academy of Sciences
1996
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.govhttps://pmc.ncbi.nlm.nih.gov/articles/PMC37954/ https://ncbi.nlm.nih.govhttps://pubmed.ncbi.nlm.nih.gov/8901544/ https://ncbi.nlm.nih.govhttps://doi.org/10.1073/pnas.93.22.12128 |
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