Comparing Random and Deterministic Time Series
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-processes is observationally equivalent to, and hence indistinguishable from, the output of a continuous time Markov process on a finite number of states.
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Volume (Year): 4 (1994)
Issue (Month): 5 (August)
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