What is a linear process?
نویسندگان
چکیده
منابع مشابه
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 closure under a suitable metric. We give the precise characterization of this closure, which is un...
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ژورنال
عنوان ژورنال: Proceedings of the National Academy of Sciences
سال: 1996
ISSN: 0027-8424,1091-6490
DOI: 10.1073/pnas.93.22.12128