Pages that link to "Item:Q1821472"
From MaRDI portal
The following pages link to Distinguishing random and deterministic systems: Abridged version (Q1821472):
Displaying 40 items.
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Multiscale Lyapunov exponent for 2-microlocal functions (Q603511) (← links)
- Chaotic dynamics in agricultural markets (Q684759) (← links)
- Assessing nonlinear structures in real exchange rates using recurrence plot strategies (Q700846) (← links)
- A non-parametric test for independence based on symbolic dynamics (Q1030001) (← links)
- Turnpike properties of capital accumulation games (Q1082277) (← links)
- Sequential nonlinear estimation with nonaugmented priors (Q1094800) (← links)
- Multiperiodicity and irregularity in growth cycles: a continuous model of monetary attractors (Q1104841) (← links)
- Deterministic chaos and fractal attractors as tools for nonparametric dynamical econometric inference: With an application to the Divisia monetary aggregates (Q1110432) (← links)
- Commodity price fluctuations: Price dependent delays and nonlinearities as explanatory factors (Q1120450) (← links)
- Noise in autoregressive time-series (Q1184951) (← links)
- Business cycles and complex non-linear dynamics (Q1193667) (← links)
- Chaos and nonlinear dynamics in financial and nonfinancial time series: Evidence from Finland (Q1268210) (← links)
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model (Q1274209) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Non-parametric estimation of deterministically chaotic systems (Q1338103) (← links)
- Optimal chaos, nonlinearity and feasibility conditions (Q1341522) (← links)
- Comparing random and deterministic time series (Q1341527) (← links)
- Noise in unspecified, nonlinear time series (Q1362498) (← links)
- A positive Lyapunov exponent in Swedish exchange rates? (Q1419065) (← links)
- On complex behavior and exchange rate dynamics (Q1433613) (← links)
- Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level (Q1681049) (← links)
- Complex behaviour in a production-distribution model (Q1806759) (← links)
- Solving nonlinear dynamic models by iterative dynamic programming (Q1897645) (← links)
- A statistical framework for testing chaotic dynamics via Lyapunov exponents (Q1904329) (← links)
- The topological invariance of Lyapunov exponents in embedded dynamics (Q1905726) (← links)
- The role of chaotic processes in econometric models (Q1918123) (← links)
- Chaos in integer order and fractional order financial systems and their synchronization (Q2201397) (← links)
- Looking for systematic approach to select chaos tests (Q2425964) (← links)
- Dynamics of local search trajectory in traveling salesman problem (Q2491325) (← links)
- Testing for chaos in deterministic systems with noise (Q2576320) (← links)
- Is the largest Lyapunov exponent preserved in embedded dynamics? (Q2644089) (← links)
- (Q3314615) (← links)
- Decision Systems and Nonstochastic Randomness (Q3560907) (← links)
- AN ALTERNATIVE TO THE BDS TEST: INTEGRATION ACROSS THE CORRELATION INTEGRAL (Q4471127) (← links)
- The predictive power of price patterns (Q4541563) (← links)
- Detecting dynamical changes in time series by using the Jensen Shannon divergence (Q4644282) (← links)
- Market oscillations induced by the competition between value-based and trend-based investment strategies (Q4994393) (← links)
- Statistical inference and modelling of momentum in stock prices (Q4994408) (← links)
- Chaotic time series analysis in economics: Balance and perspectives (Q5347022) (← links)