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| Tekijä: | Radunskaya, A. |
| Otsikko: | Comparing random and deterministic time series |
| Lehti: | Economic Theory
1994 : VOL. 4:5, p. 765-776 |
| Asiasana: | ECONOMIC THEORY TIME SERIES RESEARCH |
| Kieli: | eng |
| Tiivistelmä: | This paper addresses the question of distinguishing the output of a stochastic process from that of a deterministic process. An impossibility theorem is described which states that time a series resulting from deterministic B-process is observationally equivalent to, and hence indistinguishable from, the output of a continuous time Markov process on a finite number of states. The question of classifying and quantifying randomness in observations of concrete dynamical system has been of interest for some time. |
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