Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/86477
Authors: 
Diks, Cees
Wagener, Florian
Year of Publication: 
2005
Series/Report no.: 
Tinbergen Institute Discussion Paper 05-043/1
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.
Subjects: 
Stochastic processes
structural stability
copula density
bifurcations
JEL: 
C14
Document Type: 
Working Paper

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