Asymptotic theory for stationary processes
نویسنده
چکیده
In the study of random processes, dependence is the rule rather than the exception. To facilitate the related statistical analysis, it is necessary to quantify the dependence between observations. In the talk I will briefly review the history of this fundamental problem. By interpreting random processes as physical systems, I will introduce physical and predictive dependence coefficients that quantify the degree of dependence of outputs on inputs.
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