Nonlinear system theory: Another look at dependence

  • Wu W
  • 267


    Mendeley users who have this article in their library.
  • 158


    Citations of this article.


Based on the nonlinear system theory, we introduce previously undescribed dependence measures for stationary causal processes. Our physical and predictive dependence measures quantify the degree of dependence of outputs on inputs in physical systems. The proposed dependence measures provide a natural framework for a limit theory for stationary processes. In particular, under conditions with quite simple forms, we present limit theorems for partial sums, empirical processes, and kernel density estimates. The conditions are mild and easily verifiable because they are directly related to the data-generating mechanisms.

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document


  • W. B. Wu

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free